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Q4781666 - MaRDI portal

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scientific article; zbMATH DE number 1827892
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scientific article; zbMATH DE number 1827892

    Statements

    author
    Guillaume Bal
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    Yvon Maday
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    publication date
    4 February 2003
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    Mathematics Subject Classification ID
    65M06
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    65M20
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    35K90
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    91G60
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    zbMATH DE Number
    1827892
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    zbMATH Keywords
    Black-Scholes equation
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    parallel time discretization
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    numerical solutions
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    American put option
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    difference method
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    numerical expamples
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    financial mathematics
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