scientific article; zbMATH DE number 6430101
zbMath1335.91104MaRDI QIDQ5247407
Miglena N. Koleva, Lubin G. Vulkov
Publication date: 24 April 2015
Full work available at URL: http://acmij.az/view.php?lang=az&menu=journal&id=370
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
finite difference methodsplitting methodmathematical financemonotonicity preservingVan Leer flux limiterpositivity pre-serving
Numerical methods (including Monte Carlo methods) (91G60) Nonlinear parabolic equations (35K55) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20)
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