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Publication:3224806
zbMath1235.91163MaRDI QIDQ3224806
Vibha Mishra, Kamal Raj Pardasani
Publication date: 2 April 2012
Full work available at URL: http://www.m-hikari.com/ams/ams-2010/ams-65-68-2010/index.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Initial-boundary value problems for second-order parabolic equations (35K20) Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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