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Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing - MaRDI portal

Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793)

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Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing
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    title
    Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (English)
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    author
    Radoslav L. Valkov
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    Tatiana Chernogorova
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    publication date
    4 August 2015
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    Mathematics Subject Classification ID
    65M08
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    35K65
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    35Q91
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    65M12
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    91G60
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    zbMATH DE Number
    6469693
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    zbMATH Keywords
    degenerate parabolic equation
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    Gärding coercivity
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    finite volume element method
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    M-matrix
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    stability
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    convergence
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    OpenAlex ID
    W2089898184
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    cites work
    Q3508442
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    Q3683006
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    Q5549989
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    Q4406990
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