OpenAlex | On the convergence of monotone schemes for path-dependent PDEs

On the convergence of monotone schemes for path-dependent PDEs

Work

Year: 2016

Type: article

Source: Stochastic Processes and their Applications

Authors Zhenjie Ren, Xiaolu Tan

Institutions Centre de Mathématiques Appliquées, École Polytechnique, Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL

Cites: 29

Cited by: 21

Related to: 10

FWCI: 1.096

Citation percentile (by year/subfield): 89.04

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze