Particle methods for PDEs arising in financial modeling (Q2343601): Difference between revisions

@@ Property / author @@
-Alexei A. Medovikov
@@ Property / author: Alexei A. Medovikov / rank @@
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@@ Property / author @@
+Alexei A. Medovikov
@@ Property / author: Alexei A. Medovikov / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2014.04.005
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+W2043222482
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@@ Property / cites work @@
+On a practical implementation of particle methods
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+Q5268587
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+Q4913162
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@@ Property / cites work @@
+A New Sticky Particle Method for Pressureless Gas Dynamics
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+The Weighted Particle Method for Convection-Diffusion Equations. Part 2: The Anisotropic Case
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@@ links / mardi / name / links / mardi / name @@
+Publication:2343601