"Fast Numerical Solution of Parabolic Integrodifferential Equations with ..."

Ana-Maria Matache, Christoph Schwab, Thomas P. Wihler (2005)

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DOI: 10.1137/030602617

access: closed

type: Journal Article

metadata version: 2020-07-30

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Ana-Maria Matache, Christoph Schwab, Thomas P. Wihler:
Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance. SIAM J. Sci. Comput. 27(2): 369-393 (2005)

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