Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503)

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scientific article; zbMATH DE number 7030702
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Newton-Based Solvers for Nonlinear PDEs in Finance
scientific article; zbMATH DE number 7030702

    Statements

    title
    Newton-Based Solvers for Nonlinear PDEs in Finance (English)
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    author
    Shih-Hau Tan
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    publication date
    28 February 2019
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    Mathematics Subject Classification ID
    91G60
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    65M06
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    35Q91
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    zbMATH DE Number
    7030702
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    zbMATH Keywords
    Newton solvers
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    nonlinear PDE
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