Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation

By Düring Bertram   Fournié Michel   Jüngel Ansgar  

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 38, Iss. 2, 2010-03 ,pp. : 359-369

Edp Sciences

Access to resources Recommend Favorite

An Unconditionally Stable and High-Order Convergent Difference Scheme for Stokes’ First Problem for a Heated Generalized Second Grade Fluid with Fractional Derivative

By  

Numerical Mathematics: Theory, Methods and Applications, Vol. 10, Iss. 3, 2017-06 ,pp. : 597-613

Cambridge University Press

Access to resources Recommend Favorite

Analyses of the Dispersion Overshoot and Inverse Dissipation of the High-Order Finite Difference Scheme

By  

Advances in Applied Mathematics and Mechanics, Vol. 5, Iss. 6, 2013-12 ,pp. : 809-824

Cambridge University Press

Access to resources Recommend Favorite

On the basic set of solutions of a high-order linear difference equation

By Marcellán F.  

Journal of Difference Equations and Applications, Vol. 12, Iss. 2, 2006-02 ,pp. : 213-228

Taylor & Francis Ltd

Access to resources Recommend Favorite

A second order accurate difference scheme for the heat equation with concentrated capacity

By Sun Zhi-zhong   Zhu You-lan  

Numerische Mathematik, Vol. 97, Iss. 2, 2004-04 ,pp. : 379-395

Springer Publishing Company

Access to resources Recommend Favorite