Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory

Numerische Mathematik

Volumn 98, Issue 4, 2004, Pages 607-646

  Briani, Maya ^a   La Chioma, Claudia ^a   Natalini, Roberto ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b CNR   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17744382988     PISSN: 0029599X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00211-004-0530-0     Document Type: Article

References (36)

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