scholarly journals Efficient Hedging in Bates Model Using High-Order Compact Finite Differences

2017 ◽  
Author(s):  
Bertram DDring ◽  
Alexander Pitkin
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Efficient Hedging ◽  
Compact Finite Differences

scholarly journals High-order, stable, and conservative boundary schemes for central and compact finite differences

2019 ◽  
Vol 183 ◽  
pp. 84-101 ◽  
Author(s):  
P.T. Brady ◽  
D. Livescu
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Compact Finite Differences

scholarly journals Analysis of local defect correction and high-order compact finite differences

2006 ◽  
Vol 22 (4) ◽  
pp. 815-830 ◽  
Author(s):  
M. Sizov ◽  
M.J.H. Anthonissen ◽  
R.M.M. Mattheij
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Local Defect ◽  
Defect Correction ◽  
Compact Finite Differences

scholarly journals High-Order, Stable, and Conservative Boundary Schemes for Central and Compact Finite Differences

2019 ◽  
Author(s):  
Peter T. Brady ◽  
Daniel Livescu
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Compact Finite Differences

scholarly journals High-Order "Cyclo-Difference" Techniques: An Alternative to Finite Differences

1995 ◽  
Vol 118 (2) ◽  
pp. 242-260 ◽  
Author(s):  
Mark H. Carpenter ◽  
John Otto
Keyword(s):  
Finite Differences ◽  
High Order

scholarly journals Enhancing coronary Wave Intensity Analysis robustness by high order central finite differences

2014 ◽  
Vol 8 (3) ◽  
pp. 98 ◽  
Author(s):  
Simone Rivolo ◽  
Kaleab N. Asrress ◽  
Amedeo Chiribiri ◽  
Eva Sammut ◽  
Roman Wesolowski ◽  
...  
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Wave Intensity ◽  
Intensity Analysis ◽  
Wave Intensity Analysis

scholarly journals Modelling of rupture propagation using high-order mimetic finite differences

2008 ◽  
Vol 172 (2) ◽  
pp. 631-650 ◽  
Author(s):  
Otilio Rojas ◽  
Steven Day ◽  
Jose Castillo ◽  
Luis A. Dalguer
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Rupture Propagation ◽  
Mimetic Finite Differences
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