scientific article

zbMath1159.91402MaRDI QIDQ3621206

Kai Zhang, Songgui Wang

Publication date: 15 April 2009

Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume-6-2009/No-1-09/2009-01-06.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

finite volume methodoption pricingFFTjump diffusion processesintegral partial differential equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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