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Q4356582 - MaRDI portal

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scientific article; zbMATH DE number 1069620
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English
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scientific article; zbMATH DE number 1069620

    Statements

    author
    Guy Barles
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    publication date
    12 October 1998
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    zbMATH Keywords
    viscosity solutions
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    nonlinear parabolic equations
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    monotone schemes
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    nonlinear degenerate elliptic equations
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    American options
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    lookback options
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    Asian options
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    weak solutions
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    splitting methods
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    convergence
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    65N12
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    35K57
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    35J60
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    zbMATH DE Number
    1069620
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