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

A book chapter on numerical schemes for two-dimensional parabolic partial differential equations applied to finance was published by Springer Nature Switzerland on 2024-01-01. The supplied source excerpt contains no further methodological or result details.

Categories: science-and-space, technology, economy-and-trade

Generated scores

Scores are based on the cited reporting and use a 1–10 scale. Read the methodology.

Confidence
2/10
Geographic reach
4/10
Global importance
2/10
Impact magnitude
2/10
Positivity
6/10
Urgency
1/10

Why it matters

The chapter is likely relevant to researchers and practitioners working on numerical methods and computational finance.

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