scientific article; zbMATH DE number 1827892

Publication date: 4 February 2003

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

difference method numerical solutions Black-Scholes equation financial mathematics American put option numerical expamples parallel time discretization

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Abstract parabolic equations (35K90) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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