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"Convergence of numerical schemes for viscosity solutions to ..."

Maya Briani, Claudia La Chioma, Roberto Natalini (2004)

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DOI: 10.1007/S00211-004-0530-0

access: closed

type: Journal Article

metadata version: 2018-11-14

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Maya Briani, Claudia La Chioma, Roberto Natalini:
Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory. Numerische Mathematik 98(4): 607-646 (2004)

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