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scientific article; zbMATH DE number 5584234 - MaRDI portal

scientific article; zbMATH DE number 5584234

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Publication:5319775

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zbMath1174.90888MaRDI QIDQ5319775

Danmei Zhu, Tie Zhang

Publication date: 22 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stability convergence free boundary problem American option pricing numerical computation variable meshes difference scheme

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Programming in abstract spaces (90C48) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30)

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