Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
نویسندگان
چکیده
Maya Briani1, Claudia La Chioma2, Roberto Natalini3 1 Universitá di Roma “La Sapienza”, Dipartimento per le Decisioni Economiche e Finanziarie, Via del Castro Laurenziano, 00161 Roma, Italy; e-mail: [email protected] 2 Universitá di Roma “La Sapienza”, Dipartimento di Matematica Pura ed Applicata, Piazzale Aldo Moro, 2, 00161 Roma, Italy; e-mail: [email protected] 3 Istituto per le Applicazioni del Calcolo “Mauro Picone”, Consiglio Nazionale delle Ricerche, Viale del Policlinico, 137, 00161 Roma, Italy; e-mail: [email protected]
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عنوان ژورنال:
- Numerische Mathematik
دوره 98 شماره
صفحات -
تاریخ انتشار 2004