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Discrete Dynamics in Nature and Society
Volume 6, Issue 3, Pages 157-169
http://dx.doi.org/10.1155/S1026022601000176

Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics

1Center for APPlied Mathematics and Theoretical Physics, University of Maribor, Krekova Ulica 2, Maribor SLO-2000, Slovenia
2Zentrum Mathematik, Technische Universität München, Arcisstrasse 21, München D-80333, Germany

Received 28 August 2000

Copyright © 2001 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Andreas Ruffing, Patrick Windpassinger, and Stefan Panig, “Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics,” Discrete Dynamics in Nature and Society, vol. 6, no. 3, pp. 157-169, 2001. https://doi.org/10.1155/S1026022601000176.