Book chapter

Alternating Direction Implicit Method

Stéphane Villeneuve

Reference

Stéphane Villeneuve, Alternating Direction Implicit Method, in Encyclopedia of Quantitative Finance, Rama Cont (ed.), Wiley Sons Ltd: Chichester, 2010, pp. 30–37.

Published in

Encyclopedia of Quantitative Finance, Rama Cont (ed.), Wiley Sons Ltd: Chichester, 2010, pp. 30–37