A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives (Q1733474)
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scientific article; zbMATH DE number 7040165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives |
scientific article; zbMATH DE number 7040165 |
Statements
A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives (English)
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21 March 2019
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convection-diffusion equations
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initial-boundary value problems
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ADI schemes
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von Neumann stability analysis
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computational finance
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