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Q4217224 - MaRDI portal

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scientific article; zbMATH DE number 1218994
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scientific article; zbMATH DE number 1218994

    Statements

    author
    Diane Crann
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    Alan J. Davies
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    Swee Hung Leong
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    Choi-Hong Lai
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    publication date
    23 June 1999
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    zbMATH DE Number
    1218994
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    zbMATH Keywords
    parallel algorithm
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    numerical solution
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    European option
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    Laplace transform
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    spatial domain decomposition
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    time-dependent heat equation
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