Analysis of Finite Difference Schemes

By B. Jovanovic, Endre Süli. 2014

78 citations recorded by the source corpus.

Subfields: Applied Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/5a948a1a12f097ebce8f202b80f4e4084dbad33b

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In Numerical Analysis

1. Gongqiu Zhang
2. Lingfei Li

Citations in the corpus

• Error analysis of finite difference and Markov chain approximations for option pricing (2018, background): “A recent book by Jovanović and Süli (2014) and the references therein address the topic of the finite difference approximation of general linear PDEs with nonsmooth data.”