University of Mauritius Research Journal
Journal / University of Mauritius Research Journal / Vol. 15 No. 1 (2009) / Articles
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Published:
Feb 26, 2016
DOI:
Keywords:
Exponential time integrators Runge-Kutta Option pricing TVD discretisations

Article Details

Issue
Vol. 15 No. 1 (2009)
Section
Articles
Copyright belongs to the University of Mauritius

Main Article Content

Exponential Time Differencing With Runge-Kutta Time Stepping for Convectively Dominated Financial Problems


Désiré Yannick Tangman
Ashvin Gopaul
Muddun Bhuruth

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eISSN: 1694-0342
 
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