scientific article; zbMATH DE number 5678059

zbMath1199.65271MaRDI QIDQ5188797

Fernando F. Gonçalves, Maria do Rosário Grossinho

Publication date: 5 March 2010

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

zbMATH Keywords

Cauchy problemoption pricingfinite-difference methodunbounded coefficientslinear parabolic partial differential equationsmultidimensional equations

Mathematics Subject Classification ID

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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Related Items (1)

Discretisation of abstract linear evolution equations of parabolic type

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