On the impact of various formulations of the boundary condition within numerical option valuation by DG method (Q5279710)
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scientific article; zbMATH DE number 6750048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the impact of various formulations of the boundary condition within numerical option valuation by DG method |
scientific article; zbMATH DE number 6750048 |
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On the impact of various formulations of the boundary condition within numerical option valuation by DG method (English)
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19 July 2017
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option
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valuation
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discontinuous Galerkin approach
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boundary condition
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