EVEN from the point of view of an undergraduate, the subject of differential equations is very diiferent from what it was fifty years ago. But in a large and miscellaneous collection of examples like ...

Ordinary differential equations (ODEs) and difference equations serve as complementary tools in the mathematical modelling of processes evolving in continuous and discrete time respectively. Together ...

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...