Publication | Closed Access

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

Numerical AnalysisEngineeringFinancial TheoryHyperbolic Conservation LawNumerical SimulationParabolic EquationNonlinear Hyperbolic ProblemNumerical SchemesNumerical TreatmentNumerical Method For Partial Differential EquationViscosity Solutions