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The objective of this paper is to study a numerical approximation of a non-local Black-Scholes equation, by means of techniques of discrete mollication and nite dierences. We analyze stability of the proposed numerical scheme through monotony and show examples that illustrate its  capabilities. Keywords:  Black-Scholes, nite dierences, discrete mollication. To cite this article:  C.D. Acosta, F.C. Osorio, Solucion numerica del modelo Black-Scholes no local por molicacion discreta, Rev. Integr. Temas Mat. 33 (2015), No. 2, 145–160.

Solución numérica del modelo Black-Scholes no local por moliﬁcación discreta