A stable time-dependent mesh method for generalized credit rating migration problem
DOI10.1007/s44198-023-00157-xzbMath1529.91071OpenAlexW4389681825MaRDI QIDQ6140496
Publication date: 22 January 2024
Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s44198-023-00157-x
stabilitydiffusionconvergencewave propagationdegenerate partial differential equationsadaptive moving mesh
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Credit risk (91G40)
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