@article{SMJ2_2010_35_3_a1, author = {Milev, Mariyan and Tagliani, Aldo}, title = {Low {Volatility} {Options} and {Numerical} {Diffusion} of {Finite} {Difference} {Schemes}}, journal = {Serdica Mathematical Journal}, pages = {223--236}, publisher = {mathdoc}, volume = {35}, number = {3}, year = {2010}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SMJ2_2010_35_3_a1/} }