CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY (Q4698397): Difference between revisions
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scientific article; zbMATH DE number 756138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY |
scientific article; zbMATH DE number 756138 |
Statements
CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY (English)
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15 October 1995
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parabolic equations
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finite difference method
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convergence
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finance theory
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