IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing (Q6613572)
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scientific article; zbMATH DE number 7921395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing |
scientific article; zbMATH DE number 7921395 |
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IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing (English)
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2 October 2024
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IMEX
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finite volume
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mathematical finance
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