Browsing Institutt for datateknologi, elektroteknologi og realfag by Journals "Applied Mathematics and Computation"
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Convergence of the Mimetic Finite Difference and Fitted Mimetic Finite Difference Method for Options Pricing
(Peer reviewed; Journal article, 2021)We present in this paper two novel numerical spatial discretization techniques based on the mimetic finite difference method for a degenerated partial differential equation (PDE) in one dimension. This PDE is well known ...