Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance

López-Salas, José G.; Suárez-Taboada, María; Castro, Manuel J.; Ferreiro-Ferreiro, Ana M.; García-Rodríguez, José A.

doi:10.1007/978-3-031-55264-9_13

SEMA SIMAI Springer Series

2024

DOI: 10.1007/978-3-031-55264-9_13

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Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance

José G. López-Salas,

María Suárez-Taboada,

Manuel J. Castro

et al.

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Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance

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