In this paper, a short review of the calculus of exact finite-differences of integer order is proposed. The finite-difference operators are called the exact finite-differences of integer orders, if ...

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...

Abstract: Multivector fields and differential forms at the continuum level have respectively two commutative associative products, a third composition product between them and various operators like $ ...

ABSTRACT: Due to the ability to model various complex phenomena where classical calculus failed, fractional calculus is getting enormous attention recently. There are several approaches available for ...

ABSTRACT: Due to the ability to model various complex phenomena where classical calculus failed, fractional calculus is getting enormous attention recently. There are several approaches available for ...

This project focus on pricing different styles of options under the Black-Scholes-Merton framwork by numerically solving the BSM PDE using 3 finite difference methods ...