Semi-Lagrangian schemes for parabolic equations

Kristian Debrabant; Espen Robstad Jakobsen

doi:10.1142/9789814436434_0006

Semi-Lagrangian schemes for parabolic equations

Kristian Debrabant, Espen Robstad Jakobsen

Institut for Matematik og Datalogi

Norwegian University of Science and Technology

Publikation: Kapitel i bog/rapport/konference-proceeding › Kapitel i bog › Forskning › peer review

Originalsprog	Engelsk
Titel	Recent developments in computational finance : Foundations, Algorithms and Applications
Redaktører	Thomas Gerstner, Peter Kloeden
Forlag	World Scientific
Publikationsdato	2013
Sider	279-298
Kapitel	6
ISBN (Trykt)	978-981-4436-42-7
ISBN (Elektronisk)	978-981-4436-43-4
DOI	https://doi.org/10.1142/9789814436434_0006
Status	Udgivet - 2013

Navn	Interdisciplinary Mathematical Sciences
Vol/bind	14
ISSN	1793-1355

Dokumenter og links

10.1142/9789814436434_0006

Citationsformater

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title = "Semi-Lagrangian schemes for parabolic equations",

author = "Kristian Debrabant and Jakobsen, {Espen Robstad}",

year = "2013",

doi = "10.1142/9789814436434_0006",

language = "English",

isbn = "978-981-4436-42-7",

series = "Interdisciplinary Mathematical Sciences",

publisher = "World Scientific",

pages = "279--298",

editor = "Thomas Gerstner and Peter Kloeden",

booktitle = "Recent developments in computational finance",

address = "Singapore",

}

Semi-Lagrangian schemes for parabolic equations. / Debrabant, Kristian; Jakobsen, Espen Robstad.
Recent developments in computational finance: Foundations, Algorithms and Applications. red. / Thomas Gerstner; Peter Kloeden. World Scientific, 2013. s. 279-298 (Interdisciplinary Mathematical Sciences, Bind 14).

Publikation: Kapitel i bog/rapport/konference-proceeding › Kapitel i bog › Forskning › peer review

TY - CHAP

T1 - Semi-Lagrangian schemes for parabolic equations

AU - Debrabant, Kristian

AU - Jakobsen, Espen Robstad

PY - 2013

Y1 - 2013

U2 - 10.1142/9789814436434_0006

DO - 10.1142/9789814436434_0006

M3 - Book chapter

SN - 978-981-4436-42-7

T3 - Interdisciplinary Mathematical Sciences

SP - 279

EP - 298

BT - Recent developments in computational finance

A2 - Gerstner, Thomas

A2 - Kloeden, Peter

PB - World Scientific

ER -