Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793)

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Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing
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    Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (English)
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    4 August 2015
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    degenerate parabolic equation
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    Gärding coercivity
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    finite volume element method
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    M-matrix
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    stability
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    convergence
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