2 articles for “backward differentiation formula”

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Research ArticleOpen accessIn the keywordsPassage to the Differences for the BDF's MethodsAbdelouahab SalmiIn this study, we give an improvement to the backward differentiation formula (BDF). We use a formula for the differences that permits us to determine the new coefficients αi^ and γi ^in function of the classical coefficients αi and γi of this method. Our proposed approach decreases the error and the cost of computation. Numerical results for concrete problems are … …Journal of Mathematics and Statistics, Vol. 2, Issue 3 · 30 Sep 2006 · 6,414 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA Review of the Recent Advances Made in the Black-Scholes Models and Respective Solutions MethodsYasir Hamad Al Saedi, Gurudeo Anand TularamThe Black-Scholes model has been a major advance in finance over a period of time; this paper examines this model in some detail, in terms of the latest developments in both analytical and numerical solutions. The paper initially briefly examines historical aspects but quickly moves to a critical analysis of the works in the applications, solutions and implications for the … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 8 Jan 2018 · 8,625 accessesView PDF Cite