@article{M2AN_2004__38_2_359_0,
     author = {D\"uring, Bertram and Fourni\'e, Michel and J\"ungel, Ansgar},
     title = {Convergence of a high-order compact finite difference scheme for a nonlinear {Black-Scholes} equation},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {359--369},
     publisher = {EDP-Sciences},
     volume = {38},
     number = {2},
     year = {2004},
     doi = {10.1051/m2an:2004018},
     zbl = {1124.91031},
     mrnumber = {2069151},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/m2an:2004018/}
}