scientific article; zbMATH DE number 1069620

Publication date: 12 October 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

convergence weak solutions nonlinear parabolic equations American options splitting methods viscosity solutions Asian options monotone schemes lookback options nonlinear degenerate elliptic equations

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Nonlinear elliptic equations (35J60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

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