Schwarz Method for Financial Engineering
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Publication:5079519
DOI10.4208/jcm.2003-m2018-0115zbMath1499.91172OpenAlexW3164985266MaRDI QIDQ5079519
Publication date: 27 May 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/jcm.2003-m2018-0115
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Financial markets (91G15)
Cites Work
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