%0 Journal Article
%A Düring, Bertram
%A Fournié, Michel
%A Jüngel, Ansgar
%T Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
%J ESAIM: Modélisation mathématique et analyse numérique
%D 2004
%P 359-369
%V 38
%N 2
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an:2004018/
%R 10.1051/m2an:2004018
%G en
%F M2AN_2004__38_2_359_0