Fast numerical solution of parabolic integrodifferential equations with applications in finance
We numerically solve parabolic problems u_t+\cAu=0 in (0,T)*Ω, T<∞, where Ω⊂R is a
bounded interval and \cA is a strongly elliptic integrodifferential operator of order ρ∈0,2. A …
bounded interval and \cA is a strongly elliptic integrodifferential operator of order ρ∈0,2. A …
Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
AM Matache, C Schwab… - SIAM Journal on Scientific …, 2005 - search.proquest.com
We numerically solve parabolic problems $ u_t+\cA u= 0$ in $(0, T)\times\Omega $, $
T<\infty $, where $\Omega\subset\mathbb {R} $ is a bounded interval and $\cA $ is a …
T<\infty $, where $\Omega\subset\mathbb {R} $ is a bounded interval and $\cA $ is a …
Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
AM Matache, C Schwab, TP Wihler - SIAM Journal on Scientific …, 2005 - dl.acm.org
We numerically solve parabolic problems u_t+\cAu=0 in (0,T)*Ω, T<∞, where Ω⊂R is a
bounded interval and \cA is a strongly elliptic integrodifferential operator of order ρ∈0,2. A …
bounded interval and \cA is a strongly elliptic integrodifferential operator of order ρ∈0,2. A …
[PDF][PDF] Fast numerical solution of parabolic integro-differential equations with applications in finance
AM Matache, C Schwab, TP Wihler - 2004 - conservancy.umn.edu
We numerically solve parabolic problems¢¡¤£¦¥ § © in"!, $# &%, where!('0) is a bounded
interval and¥ is a strongly elliptic integrodifferential operator of order 13254 7 698. A …
interval and¥ is a strongly elliptic integrodifferential operator of order 13254 7 698. A …
[引用][C] Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
AM Matache, C Schwab… - SIAM Journal on Scientific …, 2005 - ui.adsabs.harvard.edu
Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
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- NASA/ADS Now on home page ads icon ads Enable full ADS view NASA/ADS Fast …
[引用][C] Fast numerical solution of parabolic integrodifferential equations with applications in finance
AM MATACHE, C SCHWAB… - SIAM journal on …, 2005 - pascal-francis.inist.fr
Fast numerical solution of parabolic integrodifferential equations with applications in finance
CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases Simple …
CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases Simple …