Skip to main content
Book Chapter

Spatial Discretization I

  • in ’t Hout K
Palgrave Macmillan UK, (2017), 15-23
DOI: 10.1057/978-1-137-43569-9_3
N/ACitations
Citations of this article
1Readers
Mendeley users who have this article in their library.
Get full text

Abstract

For the numerical solution of initial-boundary value problems for convection-diffusion-reaction equations (2.1) the method of lines (MOL) forms a flexible and versatile approach. It is widely employed in practice and is popular in particular in computational finance. The MOL consists of two general, consecutive step.

Cite

CITATION STYLE

APA

in ’t Hout, K. (2017). Spatial Discretization I. In Numerical Partial Differential Equations in Finance Explained (pp. 15–23). Palgrave Macmillan UK. https://doi.org/10.1057/978-1-137-43569-9_3

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free