Linear Complexity Solution of Parabolic Integro-differential Equations

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Author
Matache, A.-M.
Schwab, Christoph
Wihler, T.P.
Date
2006-07
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Numerische Mathematik
Volume
104(1)
Pages / Article No.
69 - 102
Publisher
Springer
Subject
Parabolic equations; Integro-differential operators; Discontinuous Galerkin methods; Wavelets; Matrix compression; GMRES; Computations finance; Option pricing
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Notes
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Citations
Cited 8 times in Web of Science
ETH Bibliography
yes
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