scholarly journals Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance

2013 ◽  
Vol 57 (9-10) ◽  
pp. 2564-2575 ◽  
Author(s):  
Miglena N. Koleva ◽  
Lubin G. Vulkov
Keyword(s):  
Numerical Scheme ◽  
Mathematical Finance ◽  
Parabolic Problems ◽  
Nonlinear Parabolic Problems ◽  
Fully Nonlinear ◽  
Nonlinear Parabolic

scholarly journals Backward Euler discretization of fully nonlinear parabolic problems

2001 ◽  
Vol 71 (237) ◽  
pp. 125-146 ◽  
Author(s):  
C. González ◽  
A. Ostermann ◽  
C. Palencia ◽  
M. Thalhammer
Keyword(s):  
Parabolic Problems ◽  
Nonlinear Parabolic Problems ◽  
Fully Nonlinear ◽  
Nonlinear Parabolic ◽  
Backward Euler ◽  
Euler Discretization
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