We give some formulae for calculation of the expansions for (1) composition of step-transition operators (STO) of any two difference schemes (DS) for ODE’s, (2
American options can be exercised prior to the date of expiration, the valuation ofAmerican options then constitutes a free boundary value problem. How to deter
In this paper, we discuss the convergence and superconvergencefor eigenvalue problem of the biharmonic equation by using the Hermite bicubic element. Based on a