scientific article; zbMATH DE number 1944677

zbMath1058.91032MaRDI QIDQ4407995

A. Eswaran, Michael A. H. Dempster

Publication date: 2001

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

zbMATH Keywords

method of linesbiorthogonal waveletnumerical solutions to Black-Scholes PDE

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (1)

The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models

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