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Q2987181 - MaRDI portal

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    Statements

    author
    Xiao-Ting Gan
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    Jun-Feng Yin
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    Rui Li
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    publication date
    17 May 2017
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    zbMATH Keywords
    finite volume method
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    Kou jump-diffusion option model
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    linear complementarity problem
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    modulus-based successive overrelaxation method
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M08
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    91G20
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    60G40
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    60J75
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    zbMATH DE Number
    6719588
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