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Blanchet, Adrien
, Calvez, Vincent and Carrillo, José
(2008)
Convergence of the mass-transport steepest descent scheme for the sub-critical Keller-Segel model.
SIAM Journal on Numerical Analysis (SINUM), vol.46 (n°2).
pp. 691-721.
Cont, Rama and Voltchkova, Ekaterina
(2005)
A finite difference scheme for option pricing in jump diffusion and exponential Lévy models.
SIAM Journal on Numerical Analysis (SINUM), 43 (n°4).
pp. 1596-1626.
