TY  - JOUR
AU  - Milev, Mariyan
AU  - Tagliani, Aldo
TI  - Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
JO  - Serdica Mathematical Journal
PY  - 2010
SP  - 223
EP  - 236
VL  - 35
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SMJ2_2010_35_3_a1/
LA  - en
ID  - SMJ2_2010_35_3_a1
ER  -