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