scientific article
From MaRDI portal
Publication:3436962
zbMath1286.91147MaRDI QIDQ3436962
Carlos Vázquez, Alfredo Bermúdez, María Rodríguez-Nogueiras
Publication date: 11 May 2007
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) Derivative securities (option pricing, hedging, etc.) (91G20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
Related Items (2)
Pricing pension plans under jump-diffusion models for the salary ⋮ Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
This page was built for publication:
