Space-time adaptive finite difference method for European multi-asset options.

Per Lötstedt Jonas Persson Lina von Sydow Johan Tysk

Published in: Comput. Math. Appl. (2007)

Keyphrases

space time
finite difference method
spatio temporal
video sequences
dynamic scenes
motion patterns
partial differential equations
moving objects
motion estimation
numerical methods
semi supervised
high order
range data