Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974): Difference between revisions

@@ Property / author @@
+Radoslav L. Valkov
@@ Property / author: Radoslav L. Valkov / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M08
@@ Property / Mathematics Subject Classification ID: 65M08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6024329
@@ Property / zbMATH DE Number: 6024329 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+degenerate parabolic equation
@@ Property / zbMATH Keywords: degenerate parabolic equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+zero-coupon pricing
@@ Property / zbMATH Keywords: zero-coupon pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite volume
@@ Property / zbMATH Keywords: finite volume / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+difference scheme
@@ Property / zbMATH Keywords: difference scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+M-matrix
@@ Property / zbMATH Keywords: M-matrix / rank @@
+Normal rank

Revision as of 18:21, 29 June 2023