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"On the Variable Two-Step IMEX BDF Method for Parabolic ..."

Wansheng Wang, Yingzi Chen, Hua Fang (2019)

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DOI: 10.1137/18M1194328

access: closed

type: Journal Article

metadata version: 2020-05-11

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Wansheng Wang, Yingzi Chen, Hua Fang:
On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance. SIAM J. Numer. Anal. 57(3): 1289-1317 (2019)

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