Alternative Parallel Strategies for Linear and Nonlinear PDEs in Option Pricing (Q4626520)
From MaRDI portal
scientific article; zbMATH DE number 7030715
Language | Label | Description | Also known as |
---|---|---|---|
English | Alternative Parallel Strategies for Linear and Nonlinear PDEs in Option Pricing |
scientific article; zbMATH DE number 7030715 |
Statements
Alternative Parallel Strategies for Linear and Nonlinear PDEs in Option Pricing (English)
0 references
28 February 2019
0 references
option pricing
0 references
linear and nonlinear PDEs
0 references
Laplace transform
0 references