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 ...

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 ...

THE first edition of this work, which is intended for students preparing for the first examination of the Institute of Actuaries, appeared in 1902. The present edition only differs from its ...

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

Peter Austing shows how to set up finite difference solvers to exactly recover the prices of all vanilla options on the grid. The approach leads to a specific discretisation of Dupire’s formula. It ...

In this paper, we establish a theorem concerning value distribution of certain difference polynomials of meromorphic functions, which extends [14, Theorem 2] and [16, Theorem 1.2]. Applying this ...

In this paper, due to the Borel lemma and Clunie lemma, we will deduce the relationship between an entire function f of hyper-order less than 1 and its n-th difference operator Δ c n f( z ) if they ...