Difference equations, serving as the discrete analogue to differential equations, have long been a linchpin in the study of dynamic systems. These equations define sequences recursively, and their ...
A stable finite-difference scheme for the wave equation may possess features not shared by the underlying partial differential equation. These discrepancies are explored; in particular, an asymptotic ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
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