FINDIF

MaRDI QIDQ42526swMATHFDO

Official website http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.26.850&rep=rep1&type=pdf

Cited in

(6)

• Compact finite difference method for American option pricing
• Derivative formulae and errors for non-uniformly spaced points
• Compact finite difference method for integro-differential equations
• Compact finite difference method for integro-differential equations
• Convergence of the compact finite difference method for second-order elliptic equations
• Compact finite difference methods for high order integro-differential equations

This page was built for software: FINDIF