Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...

This is a preview. Log in through your library . Abstract A fully discrete finite difference scheme for dissipative Klein-Gordon-Schrödinger equations in three space dimensions is analyzed. On the ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...