Petrov-Galerkin Analysis for a Degenerate Parabolic Equation in Zero-Coupon Bond Pricing

DOI10.1007/978-3-642-29843-1_75zbMATH Open1354.91171OpenAlexW137682847MaRDI QIDQ2896455

Radoslav L. Valkov

Publication date: 16 July 2012

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29843-1_75

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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