Bibliografia

Principal

• Duffy, D. J. (2006) Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach Wiley

Secundária

• Achdou, Y., and Pironneau, O. (2005.) Computational Methods for Option Pricing SIAM
• Sevcovic, D., Stehlikova, B., and Mikula, K. (2011) Analytical and Numerical Methods for Pricing Financial Derivatives Nova Science