We consider the application of finite-difference methods to the numerical solution of boundary-value problems. In particular we are concerned to study the feasibility and convergence of the difference ...

In this paper we consider a class of singular two-point boundary value problem: (xαu')' = f(x, u), u(0) = A, u(1) = B, 0 < α < 1. The asymptotic expression of the spline finite difference solution for ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...