ON THE VARIABLE TWO-STEP IMEX BDF METHOD FOR PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH NONSMOOTH INITIAL DATA ARISING IN FINANCE
| Autor: | WANG, WANSHENG, CHEN, YINGZI, FANG, HUA |
|---|---|
| Zdroj: | SIAM Journal on Numerical Analysis, 2019 Jan 01. 57(3), 1289-1317. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|