Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209)
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scientific article; zbMATH DE number 5518729
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| English | Exponential time integration for fast finite element solutions of some financial engineering problems |
scientific article; zbMATH DE number 5518729 |
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Exponential time integration for fast finite element solutions of some financial engineering problems (English)
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25 February 2009
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partial integro-differential equation
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finite element discretisations
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exponential time integration
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jump-diffusion model
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0.8616500496864319
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0.8573211431503296
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0.830351710319519
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0.8055067658424377
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0.8028311133384705
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