Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance (Q6613548)
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scientific article; zbMATH DE number 7921372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance |
scientific article; zbMATH DE number 7921372 |
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Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance (English)
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2 October 2024
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finite volume
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IMEX
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mathematical finance
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