Work

Monotone schemes for fully nonlinear parabolic path dependent PDEs

Year: 2014

Type: article

Source: Journal of Financial Engineering

DOI: 10.1142/s2345768614500056

Authors: Jianfeng Zhang, Jia Zhuo

Institution: University of Southern California

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2157765339

FWCI: 5.491

Cites: 31

Cited by: 23

Related to: 10