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scientific article; zbMATH DE number 6311407
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scientific article; zbMATH DE number 6311407

    Statements

    author
    Bin Song
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    Zhanman Zhou
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    Lin Wei
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    Bingjie Zhang
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    publication date
    30 June 2014
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    zbMATH Keywords
    Parisian option
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    partial differential equations
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    directional derivatives
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    implicit finite difference
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    absolute stability
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G60
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    65M06
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    91G80
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    35Q91
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    zbMATH DE Number
    6311407
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