Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance

  1. López-Salas, J.G.
  2. Suárez-Taboada, M.
  3. Castro, M.J.
  4. Ferreiro-Ferreiro, A.M.
  5. García-Rodríguez, J.A.
Book Series:
SEMA SIMAI Springer Series

ISSN: 2199-305X 2199-3041

Year of publication: 2024

Volume: 35

Pages: 145-158

Type: Book chapter

DOI: 10.1007/978-3-031-55264-9_13 GOOGLE SCHOLAR