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scientific article; zbMATH DE number 5259915 - MaRDI portal

scientific article; zbMATH DE number 5259915

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Publication:5453064

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zbMath1174.91445MaRDI QIDQ5453064

Peng Sun, Lei Zhang, Weidong Zhao

Publication date: 4 April 2008

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

zbMATH Keywords

stochastic volatility operator splitting finite volume American option

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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