Numerical convergence properties of option pricing PDEs with uncertain volatility (Q4807709): Difference between revisions

@@ Property / author @@
-Q175883
@@ Property / author: Q175883 / rank @@
-Normal rank
@@ Property / author @@
-Kenneth Vetzal
@@ Property / author: Kenneth Vetzal / rank @@
-Normal rank
@@ Property / author @@
+Peter A. I. Forsyth
@@ Property / author: Peter A. I. Forsyth / rank @@
+Normal rank
@@ Property / author @@
+Kenneth Vetzal
@@ Property / author: Kenneth Vetzal / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1093/imanum/23.2.241
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@@ Property / OpenAlex ID @@
+W2115163964
@@ Property / OpenAlex ID: W2115163964 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4807709