Monotone schemes for fully nonlinear parabolic path dependent PDEs
Year of publication: |
2014
|
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Authors: | Jianfeng Zhang ; Zhuo, Jia |
Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-23
|
Subject: | Monotone scheme | path dependent PDE | viscosity solution | rate of convergence | Theorie | Theory | Pfadabhängigkeit | Path dependence |
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