Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765)
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scientific article; zbMATH DE number 6921231
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| English | Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem |
scientific article; zbMATH DE number 6921231 |
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Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (English)
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21 August 2018
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free boundary problem
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discountinuous leading order coefficient
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finite difference scheme
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error estimates
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convergence rate
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0.86902183
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0.8676854
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0.8495352
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0.8489823
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0.8440934
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0.84011626
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0.83407056
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