scientific article
zbMath0993.65005MaRDI QIDQ2770163
Publication date: 7 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergenceBrownian motionparallel computationMonte Carlo methodconvection-diffusion equationsBlack-Scholes equationEuropean options
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Parallel numerical computation (65Y05) Numerical solutions to stochastic differential and integral equations (65C30) Initial value problems for second-order parabolic equations (35K15)
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