A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713)
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scientific article; zbMATH DE number 5883652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multigrid preconditioner for an adaptive Black-Scholes solver |
scientific article; zbMATH DE number 5883652 |
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A multigrid preconditioner for an adaptive Black-Scholes solver (English)
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4 May 2011
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finite differences
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multigrid
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preconditioning
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option pricing
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adaptive grids
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