Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem (Q5498616): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.4208/aamm.12-m1216 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2322600817 / rank | |||
Normal rank | |||
Latest revision as of 19:31, 19 March 2024
scientific article; zbMATH DE number 6399830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem |
scientific article; zbMATH DE number 6399830 |
Statements
Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem (English)
0 references
10 February 2015
0 references
Black-Scholes equation
0 references
convection-dominated case
0 references
exponential fitting methods
0 references
fitted finite volume method
0 references
Kurganov-Tadmor scheme
0 references
minmod limiter
0 references
