High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance |
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High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (English)
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5 October 2017
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high-order-scheme
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sparse grids
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combination technique
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alternating direction implicit
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basket option
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finite difference
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parabolic equations
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numerical example
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