Application of SWR algorithm in option pricing (Q5196876)
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scientific article; zbMATH DE number 7109054
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Application of SWR algorithm in option pricing |
scientific article; zbMATH DE number 7109054 |
Statements
20 September 2019
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Schwarz waveform relaxation algorithm
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heat conduction equation
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option pricing
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0.7514835596084595
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0.7232931852340698
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0.7228732705116272
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0.7224088311195374
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0.7155920267105103
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