@article{CRMATH_2017__355_6_680_0, author = {LeFloch, Philippe G. and Mercier, Jean-Marc}, title = {A new method for solving {Kolmogorov} equations in mathematical finance}, journal = {Comptes Rendus. Math\'ematique}, pages = {680--686}, publisher = {Elsevier}, volume = {355}, number = {6}, year = {2017}, doi = {10.1016/j.crma.2017.05.003}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2017.05.003/} }