scientific article
zbMath1177.65140MaRDI QIDQ3637967
Fernando F. Gonçalves, Maria do Rosário Grossinho
Publication date: 14 July 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergenceCauchy problemparabolic equationmethod of linesfinite-difference methodsspatial discretizationfinancial option pricing
Numerical methods (including Monte Carlo methods) (91G60) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
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