On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (Q6104881)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs |
scientific article; zbMATH DE number 7703986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs |
scientific article; zbMATH DE number 7703986 |
Statements
On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (English)
0 references
28 June 2023
0 references
multi-asset PDEs
0 references
graded meshes
0 references
stable
0 references
option pricing
0 references
fourth order of convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
