Finite volume schemes for solving nonlinear partial differential equations in financial mathematics (Q2902144)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6067033
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite volume schemes for solving nonlinear partial differential equations in financial mathematics |
scientific article; zbMATH DE number 6067033 |
Statements
Finite Volume Schemes for Solving Nonlinear Partial Differential Equations in Financial Mathematics (English)
0 references
17 August 2012
0 references
finite volume method
0 references
second-order scheme
0 references
financial mathematics
0 references
0.7726712822914124
0 references
0.7726712822914124
0 references
0.771162748336792
0 references
0.7635856866836548
0 references
