Bibliografia
Principal
- Brandimarte (2006) Numerical Methods in Finance and Economics Wiley, 2nd ed
- Burden (2011) Numerical Analysis Brooks/Cole, 9th ed
- Strikwerda (2007) Finite Difference Schemes and Partial Differential Equations SIAM, 2nd ed.
- Seydel (2017) Tools for Computational Finance Springer, 6th ed
- Wilmott (1993) Option Pricing Oxford