Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

A Note on the “Constructing” of Nonstationary Methods for Solving Nonlinear Equations with Raised Speed of Convergence

This paper is partially supported by project ISM-4 of Department for Scientific Research, “Paisii Hilendarski” University of Plovdiv.

Application of an Acceleration Scheme

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age-structured population models with difusion.

Application of an Acceleration Scheme for an Age-Structured Diffusion Model

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age- structured population models with diffusion.

Recursive Methods for Construction of Balanced N-ary Block Designs

2000 Mathematics Subject Classification: Primary 05B05; secondary 62K10.

Second Order Optimality Conditions in Nonsmooth Unconstrained Optimization

AMS subject classification: 49J52, 90C30.