In this paper the Neumann difference problem for Poisson's equation and the difference problem for the boundary value problem of the theory of elasticity, when the stresses are given in the boundary ...

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...

This is a preview. Log in through your library . Abstract We discuss a moving finite element method for solving vector systems of time dependent partial differential ...