Finite-Difference Scheme for Initial Boundary Value Problems in Financial Mathematics
We develop unconditionally monotone nite-difference schemes of second-order of local approxi- mation on uniform grids for the initial boundary problem value for the Gamma equation. Two-side estimates of the solution of the scheme are established. We consider the initial boundary value problem for...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
H. : ĐHQGHN
2020
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| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/68358 https//doi.org/ 10.25073/2588-1124/vnumap.4364 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |