Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data (Q3437239)
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scientific article; zbMATH DE number 5152597
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| English | Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data |
scientific article; zbMATH DE number 5152597 |
Statements
Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data (English)
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14 May 2007
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convection-diffusion equation
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Crank-Nicolson time marching
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Rannacher startup
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Dirac initial data
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error bounds
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convergence
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mathematical finance
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Black-Scholes equation
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numerical results
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0.7368260025978088
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0.727258563041687
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0.7258742451667786
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0.7254297733306885
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