Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance
- López-Salas, J.G.
- Suárez-Taboada, M.
- Castro, M.J.
- Ferreiro-Ferreiro, A.M.
- García-Rodríguez, J.A.
ISSN: 2199-305X, 2199-3041
Year of publication: 2024
Volume: 35
Pages: 145-158
Type: Book chapter