Work

Convergence of Numerical Schemes for Degenerate Parabolic Equations Arising in Finance Theory

Year: 1997

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9781139173056.002

Author: G. Barles

Institution: Université de Tours

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W130211666

FWCI:

Cites:

Cited by: 136

Related to: 10