Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance

DOI10.1155/2014/801059zbMath1474.65274OpenAlexW2031255786WikidataQ59041595 ScholiaQ59041595MaRDI QIDQ1725004

Maria Rosário Grossinho, Fernando F. Gonçalves

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/801059

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Theoretical approximation in context of PDEs (35A35) Initial value problems for second-order parabolic equations (35K15)

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