SLADI: a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection–diffusion problems with application to electricity storage valuations

J. Hernandez Avalos; P. V. Johnson; Peter Duck

doi:10.21314/JCF.2015.293

SLADI: a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection–diffusion problems with application to electricity storage valuations

J. Hernandez Avalos, P. V. Johnson, Peter Duck

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	The Journal of Computational Finance
Volume	19
Issue number	2
DOIs	https://doi.org/10.21314/JCF.2015.293
Publication status	Published - 2015

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10.21314/JCF.2015.293

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title = "SLADI: a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection–diffusion problems with application to electricity storage valuations",

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journal = "The Journal of Computational Finance",

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AU - Johnson, P. V.

AU - Duck, Peter

PY - 2015

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U2 - 10.21314/JCF.2015.293

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JO - The Journal of Computational Finance

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