Reaction-diffusion systems represent a fundamental mathematical framework to model the interplay between local reactive processes and diffusive transport of substances. These systems have wide-ranging ...
In this paper, we propose a class of new tailored finite point methods (TFPM) for the numerical solution of a type of convection-diffusionreaction problems in two dimensions. Our finite point method ...
This paper presents a simple numerical approach to compute accurately the values and optimal exercise boundaries for American options when the underlying process is a double exponential jump-diffusion ...
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