Finite-Difference Scheme for Initial Boundary Value Problems in Financial Mathematics

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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書目詳細資料
Main Authors:	Le, Minh Hieu, Truong, Thi Hieu Hanh, Dang, Ngoc Hoang Thanh
格式:	Article
語言:	English
出版:	H. : ĐHQGHN 2020
主題:	Gamma equation Maximum principle Two-side estimates Monotone finite-difference scheme Quasi-linear parabolic equation Scientific computing
在線閱讀:	http://repository.vnu.edu.vn/handle/VNU_123/68358 https//doi.org/ 10.25073/2588-1124/vnumap.4364
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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