Extrapolation discontinuous Galerkin method for ultraparabolic equations
type: Item
instance of: scholarly article
title: Extrapolation discontinuous Galerkin method for ultraparabolic equations
zbMATH Open document ID: 1158.65075
author: Michael D. Marcozzi
published in: Journal of Computational and Applied Mathematics
publication date: 2009-02-25T00:00:00Z
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 65M20
Mathematics Subject Classification ID: 35K70
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5518730
zbMATH Keywords: ultraparabolic equations
zbMATH Keywords: discontinuous Galerkin method
zbMATH Keywords: extrapolation
zbMATH Keywords: option pricing
zbMATH Keywords: Asian options
zbMATH Keywords: numerical examples
zbMATH Keywords: finite element
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: j.cam.2008.05.058
OpenAlex ID: W2013727956
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DOI: 10.1016/J.CAM.2008.05.058
description: scientific article; zbMATH DE number 5518730