A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 65M06 / rank | |||
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| Property / Mathematics Subject Classification ID: 65F08 / rank | |||
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| Property / Mathematics Subject Classification ID: 65M55 / rank | |||
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| Property / zbMATH DE Number: 5883652 / rank | |||
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finite differences | |||
| Property / zbMATH Keywords: finite differences / rank | |||
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multigrid | |||
| Property / zbMATH Keywords: multigrid / rank | |||
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preconditioning | |||
| Property / zbMATH Keywords: preconditioning / rank | |||
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option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
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adaptive grids | |||
| Property / zbMATH Keywords: adaptive grids / rank | |||
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Revision as of 08:29, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multigrid preconditioner for an adaptive Black-Scholes solver |
scientific article |
Statements
A multigrid preconditioner for an adaptive Black-Scholes solver (English)
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4 May 2011
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finite differences
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multigrid
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preconditioning
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option pricing
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adaptive grids
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