scientific article; zbMATH DE number 2185766

zbMATH Open1165.91405MaRDI QIDQ3024967FDOQ3024967

Authors: S. Kilianová, Daniel Ševčovič 

Publication date: 4 July 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Black-Scholes theoryadditive operator splitting techniquemulti-asset derivative pricing

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

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