Login / Signup

Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation.

Luca Vincenzo Ballestra
Published in: Comput. Manag. Sci. (2021)
Keyphrases
  • finite difference
  • numerical solution
  • finite element
  • partial differential equations
  • numerical analysis
  • hamilton jacobi
  • finite element methods
  • natural images
  • numerical scheme
  • difference equations
  • semi implicit