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Finite volume schemes for solving nonlinear partial differential equations in financial mathematics. (English) Zbl 1246.91150

Fořt, Jaroslav (ed.) et al., Finite volumes for complex applications VI: Problems and perspectives. FVCA 6, international symposium, Prague, Czech Republich, June 6–10, 2011. Vol. 1 and 2. Berlin: Springer (ISBN 978-3-642-20670-2/hbk; 978-3-642-20671-9/ebook). Springer Proceedings in Mathematics 4, 643-651 (2011).
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