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IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing - MaRDI portal

IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing

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Publication:6613572

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DOI10.1007/978-3-031-55264-9_36MaRDI QIDQ6613572

Manuel J. Castro, José A. García-Rodríguez, María Suárez-Taboada, José G. López-Salas, Ana María Ferreiro-Ferreiro

Publication date: 2 October 2024

zbMATH Keywords

finite volume mathematical finance IMEX

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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