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scientific article; zbMATH DE number 5678059
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scientific article; zbMATH DE number 5678059

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    publication date
    5 March 2010
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    Mathematics Subject Classification ID
    65M06
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    65M12
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    65M15
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    35K20
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    91G60
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    zbMATH DE Number
    5678059
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    zbMATH Keywords
    Cauchy problem
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    linear parabolic partial differential equations
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    multidimensional equations
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    unbounded coefficients
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    finite-difference method
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    option pricing
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