Association schemes. I
Luboš Bauer (1981)
Archivum Mathematicum
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Displaying similar documents to “Association schemes. II”
Association schemes. I
A new 4-point quaternary approximating subdivision scheme.
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A family of sixth-order compact finite-difference schemes for the three-dimensional Poisson equation.
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On some problems of the theory of the difference schemes
Janenko, N. N.
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Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing
Milev, Mariyan, Tagliani, Aldo (2010)
Serdica Mathematical Journal
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2000 Mathematics Subject Classification: 65M06, 65M12. The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its...
Difference schemes for pluriparabolic equations.
Gordeziani, E., Gordeziani, D. (2000)
Bulletin of TICMI
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