Duffy, D. J. (2022). Numerical methods in computational finance: A partial differential equation (PDE/FDM) approach. John Wiley & Sons Ltd.
Chicago Style (17th ed.) CitationDuffy, Daniel J. Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach. Chichester, West Sussex, United Kingdom: John Wiley & Sons Ltd, 2022.
MLA (9th ed.) CitationDuffy, Daniel J. Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach. John Wiley & Sons Ltd, 2022.
Warning: These citations may not always be 100% accurate.