@inproceedings{paperid:1064141,
author = {Arezoomandan, Mahdieh and Soheili, Ali Reza},
title = {On accuracy and unconditional stability of an explicit Milstein finite difference scheme for a financial SPDE},
booktitle = {Stepping Stone Symposium on Theoretical and Numerical Analysis of Partial Differential Equations with Specific Applications},
year = {2017},
location = {ژنو},
keywords = {stochastic partial differential equations; financial mathematics; finite difference; stability;
convergence; Credit portfolio models},
}