This project focus on pricing different styles of options under the Black-Scholes-Merton framwork by numerically solving the BSM PDE using 3 finite difference methods. In this project, we provide the ...
Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...
Abstract: While finite-difference time-domain methods have long been the foundational basis for particle-in-cell (PIC) codes, there has been increasing momentum in developing a suite of finite element ...
1 Department of Mathematics, Comilla University, Kotbari, Bangladesh. 2 Department of Mathematical Sciences, Kent State University, Kent, OH, USA. In this paper, we investigate and analyze ...