scientific article; zbMATH DE number 7376207

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Publication:5002991

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zbMath 1488.91159</link>MaRDI QID Q5002991</link>

Hassan Al Moatassime, Aicha Driouch

Publication date: 28 July 2021

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

zbMATH Keywords

finite difference method multigrid Black-Scholes equation fully nonlinear equation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Second-order parabolic equations (35K10)

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