scientific article; zbMATH DE number 6311407
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Publication:4980588
zbMath1299.91150MaRDI QIDQ4980588
Bin Song, Bingjie Zhang, Lin Wei, Zhanman Zhou
Publication date: 30 June 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
absolute stabilitypartial differential equationsdirectional derivativesimplicit finite differenceParisian option
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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