A fast stationary iterative method for a partial integro-differential equation in pricing options

ISSN： 0008-0624

Source： CALCOLO, Vol.50, Iss.4, 2013-12, pp. : 313-327

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Alternating group explicit iterative method for nonlinear singular Fredholm Integro-differential boundary value problems

By Jha Navnit

International Journal of Computer Mathematics, Vol. 86, Iss. 9, 2009-09 ,pp. : 1645-1656

Taylor & Francis Ltd

Access to resources Recommend Favorite

Stability of Partial Functional Integro-Differential Equations

By Agarwal R. P.

Journal of Dynamical and Control Systems, Vol. 12, Iss. 1, 2006-01 ,pp. : 1-31

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotics of solutions of an integro-differential and an integral equation

By Sgibnev M.

Differential Equations, Vol. 42, Iss. 9, 2006-09 ,pp. : 1291-1301

MAIK Nauka/Interperiodica

Access to resources Recommend Favorite

On two problems for the Barbashin integro-differential equation

By Kalitvin A.

Journal of Mathematical Sciences, Vol. 126, Iss. 6, 2005-04 ,pp. : 1600-1606

Springer Publishing Company

Access to resources Recommend Favorite

Numerical Solution of an Integro-Differential Equation for a Sheet Current

By Khapaev () M.

Differential Equations, Vol. 41, Iss. 7, 2005-07 ,pp. : 1019-1024

MAIK Nauka/Interperiodica

Access to resources Recommend Favorite