A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty (Q2796853)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty |
scientific article |
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A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty (English)
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30 March 2016
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fractional diffusion
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viscosity solutions
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