Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options. - Rock S. Koffi; Antoine Tambue (CoRR, 2019)

A fitted L-Multi-point Flux Approximation method for pricing options. - Rock Stephane Koffi; Antoine Tambue (CoRR, 2019)

Convergence of the Two Point Flux Approximation method and the fitted Two Point Flux Approximation method for options pricing with local volatility function. - Rock S. Koffi; Antoine Tambue (Commun. Nonlinear Sci. Numer. Simul., 2024)