IN his preface, the author states that this volume includes material for a course in finite differences as well as a treatment of a number of special topics. A selection of material was necessary in ...

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

It is a pleasure to introduce the latest issue of The Journal of Computational Finance. The first two contributions focus on using novel neural network machinery to enhance classical financial ...

This paper came out of an attempt to solve the following general problem: Suppose {Yn, n ≥ 1} is a stationary process with a finite state-space J. Under what conditions can we express it as a function ...

We construct a family of approximations of the Riemann zeta-function and a closely related function formed from finite Euler products, the pole of the zeta-function, and any zeros the zeta-function ...