MathSciNet bibliographic data

MR1974225 (2004b:65132) 65M12 (65M06 91B28) Pooley, D. M.; Forsyth, P. A.; Vetzal, K. R. Numerical convergence properties of option pricing PDEs with uncertain volatility. IMA J. Numer. Anal. 23 (2003), no. 2, 241–267.

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