Biblioteca Digital

3 resultados para Difference schemes

em Bulgarian Digital Mathematics Library at IMI-BAS

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

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2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

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2000 Mathematics Subject Classification: 65M06, 65M12.

Discrete Models of Time-Fractional Diffusion in a Potential Well

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Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.