7.1 Required reading
Course notes will be handed out during the semester.
7.2 Optional reading
The following study material can be studied voluntarily :
K. in 't Hout: Numerical Partial Differential Equations in Finance Explained. Palgrave Macmillan (2017). Price appr. 30 euro, both for ebook and hardcover.
W. Hundsdorfer & J.G. Verwer: Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations. Springer-Verlag (2003). Price appr. 110 euro (ebook) and 140 euro (softcover).