Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing |
scientific article |
Statements
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (English)
0 references
4 August 2015
0 references
degenerate parabolic equation
0 references
Gärding coercivity
0 references
finite volume element method
0 references
M-matrix
0 references
stability
0 references
convergence
0 references
0 references
0 references
0 references
0 references
0 references