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Showing 1 to 1 of 1 for “"Nonstandard schemes"”.

  1. Numerical methods for weather derivatives pricing

    … that are special cases of finite-difference schemes and nonstandard finite difference combined with the operator splitting approaches, are proposed. The methods are effective on handling with convection dominant condition and preserve the positivity. The positivity and stability conditions …

    cape-town Repository record for Numerical methods for weather derivatives pricing (opens in a new tab)