Remarks on two integral operators and numerical methods for CSIE.

Maria Carmela De Bonis

Published in: J. Comput. Appl. Math. (2014)

Keyphrases

numerical methods
differential equations
partial differential equations
level set method
finite element method
multiscale
finite difference method
numerical solution
approximation schemes
higher order
computer architecture
linear algebra
numerical algorithms
saddle point
black scholes