Blar i Høgskulen på Vestlandet på tidsskrift "Results in Applied Mathematics"
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Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options
(Peer reviewed; Journal article, 2022)The Black–Scholes differential operator which underlies the option pricing of European and American options is known to be degenerate close to the boundary at zero. At this singularity, important properties of the differential ... -
Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
(Peer reviewed; Journal article, 2023)This paper aims to investigate the finite element weak convergence rate for semilinear parabolic stochastic partial differential equations(SPDEs) driven by additive noise. In contrast to many results in the current scientific ...