A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379)
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scientific article; zbMATH DE number 7238879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance |
scientific article; zbMATH DE number 7238879 |
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A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (English)
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25 August 2020
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spot price
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hyperbolic problem
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positivity preserve
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volatility function
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time step restriction
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