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

Fuente: arXiv

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Bibliographic Details
Main Authors:	López-Salas, J. G., Suárez-Taboada, M., Castro, M. J., Ferreiro-Ferreiro, A. M., García-Rodríguez, J. A.
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Analysis of PDEs
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.01125