Finite volume schemes for solving nonlinear partial differential equations in financial mathematics (Q2902144)
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scientific article; zbMATH DE number 6067033
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| English | Finite volume schemes for solving nonlinear partial differential equations in financial mathematics |
scientific article; zbMATH DE number 6067033 |
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Finite Volume Schemes for Solving Nonlinear Partial Differential Equations in Financial Mathematics (English)
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17 August 2012
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finite volume method
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second-order scheme
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financial mathematics
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0.7726712822914124
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0.7726712822914124
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0.771162748336792
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0.7635856866836548
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