Viability, Optimality and Stability of Dynamical Systems and Estimation of Convergence of Numerical Schemes

AMS subject classification: 49N35,49N55,65Lxx.

Numerical Approximation of a Fractional-In-Space Diffusion Equation, I

2000 Mathematics Subject Classification: 26A33 (primary), 35S15 (secondary)

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.