Numerical solution of systems of partial integral differential equations with application to pricing options

We introduce and analyze a strongly stable numerical method designed to yield good performance under challenging conditions of irregular or mismatched initial data for solving systems of coupled partial integral differential equations

Muhammad Yousuf

2018

Scholarcy highlights

  • We introduce and analyze a strongly stable numerical method designed to yield good performance under challenging conditions of irregular or mismatched initial data for solving systems of coupled partial integral differential equations
  • Numerical experiments are performed to demonstrated efficiency, accuracy, and reliability of the proposed approach

Need more features? Save interactive summary cards to your Scholarcy Library.