ACOSTA, CARLOS D    OSORIO, FERNÁN C. Numerical solution of the non-local Black-Scholes model by means of discrete mollification. []. , 33, 2, pp.145-160. ISSN 0120-419X.

The objective of this paper is to study a numerical approximation of a non-local Black-Scholes equation, by means of techniques of discrete mollification and finite differences. We analyze stability of the proposed numerical scheme through monotony and show examples that illustrate its capabilities

: Black-Scholes; finite differences; discrete mollification.

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