Monotone schemes for fully nonlinear parabolic path dependent PDEs
Jianfeng Zhang and Jia Zhuo
| Year of publication: |
2014
|
|---|---|
| Authors: | Jianfeng Zhang ; Zhuo, Jia |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-23
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| Subject: | Monotone scheme | path dependent PDE | viscosity solution | rate of convergence | Theorie | Theory | Pfadabhängigkeit | Path dependence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508106