Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274)
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scientific article; zbMATH DE number 6441389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation |
scientific article; zbMATH DE number 6441389 |
Statements
Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (English)
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29 May 2015
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boundary corrections
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fitted finite volume method
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Hull and White
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maximum principle
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mixed derivative
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operator splitting
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