Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210): Difference between revisions

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Revision as of 18:35, 19 March 2024

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Extrapolation discontinuous Galerkin method for ultraparabolic equations
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    Extrapolation discontinuous Galerkin method for ultraparabolic equations (English)
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    25 February 2009
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    ultraparabolic equations
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    discontinuous Galerkin method
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    extrapolation
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    option pricing
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    Asian options
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    numerical examples
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    finite element
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