Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210)

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Extrapolation discontinuous Galerkin method for ultraparabolic equations
scientific article

    Statements

    title
    Extrapolation discontinuous Galerkin method for ultraparabolic equations (English)
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    publication date
    25 February 2009
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    zbMATH Keywords
    ultraparabolic equations
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    discontinuous Galerkin method
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    extrapolation
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    option pricing
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    Asian options
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    numerical examples
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    finite element
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    Identifiers

    Mathematics Subject Classification ID
    65M60
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    65M20
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    35K70
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    91G60
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    zbMATH DE Number
    5518730
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    OpenAlex ID
    W2013727956
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