Bibliografia Detalhada

Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
Duffy, Daniel J.
Wiley
2006.

Analytical and Numerical Methods for Pricing Financial Derivatives
Sevcovic, Daniel, Stehlikova, Beata & Mikula, Karol
Nova Science
2011.
(Bibliografia Opcional)

Computational Methods for Option Pricing
Achdou, Yves & Pironneau, Olivier
SIAM
2005.
(Bibliografia Opcional)