These are the sources and citations used to research Finite Difference Methods. This bibliography was generated on Cite This For Me on

  • Book

    McGraw-Hill dictionary of scientific and technical terms

    1984 - McGraw-Hill - New York

    In-text: (McGraw-Hill dictionary of scientific and technical terms, 1984)

    Your Bibliography: 1984. McGraw-Hill dictionary of scientific and technical terms. 4th ed. New York: McGraw-Hill.

  • Website

    Delahaies, S.

    Numerical Solutions for Partial Differential Equations

    2012

    In-text: (Delahaies, 2012)

    Your Bibliography: Delahaies, S., 2012. Numerical Solutions for Partial Differential Equations. [online] Personal.maths.surrey.ac.uk. Available at: <http://personal.maths.surrey.ac.uk/st/S.B/MAT3015_notes_2_2012.pdf> [Accessed 20 March 2018].

  • Book

    Duffy, D. J.

    Finite difference methods in financial engineering

    2014 - Wiley - Hoboken, N.J.

    In-text: (Duffy, 2014)

    Your Bibliography: Duffy, D., 2014. Finite difference methods in financial engineering. Hoboken, N.J.: Wiley.

  • Website

    Hancock, M. J.

    The 1-D Heat Equation

    2006

    In-text: (Hancock, 2006)

    Your Bibliography: Hancock, M., 2006. The 1-D Heat Equation. [online] Ocw.mit.edu. Available at: <https://ocw.mit.edu/courses/mathematics/18-303-linear-partial-differential-equations-fall-2006/lecture-notes/heateqni.pdf> [Accessed 11 March 2018].

  • Website

    Hirt, C.

    Implicit vs Explicit Numerical Methods

    Flow Science

    In-text: (Hirt, n.d.)

    Your Bibliography: Hirt, C., n.d. Implicit vs Explicit Numerical Methods. [online] FLOW-3D. Available at: <https://www.flow3d.com/resources/cfd-101/numerical-issues/implicit-versus-explicit-numerical-methods/> [Accessed 14 March 2018].

  • Book

    Hull, J.

    Options, futures, and other derivatives

    2012 - Pearson Education Ltd - International Edition

    In-text: (Hull, 2012)

    Your Bibliography: Hull, J., 2012. Options, futures, and other derivatives. 8th ed. International Edition: Pearson Education Ltd, pp.1-20,194-252,280-329,427-455.

  • Website

    Lakoba, T.

    The Heat equation in one spatial dimension: Simple explicit method and Stability analysis

    2012 - University of Vermont

    In-text: (Lakoba, 2012)

    Your Bibliography: Lakoba, T., 2012. The Heat equation in one spatial dimension: Simple explicit method and Stability analysis. [online] Cems.uvm.edu. Available at: <http://www.cems.uvm.edu/~tlakoba/math337/notes_12.pdf> [Accessed 11 March 2018].

  • Book

    LeVeque, R. J.

    Finite difference methods for ordinary and partial differential equations

    2007 - Society for Industrial and Applied Mathematics - Philadelphia, PA

    In-text: (LeVeque, 2007)

    Your Bibliography: LeVeque, R., 2007. Finite difference methods for ordinary and partial differential equations. Philadelphia, PA: Society for Industrial and Applied Mathematics.

  • Presentation or lecture

    Maré, E.

    Arbitrage Relationships for Options

    2017 - University of Pretoria

    In-text: (Maré, 2017)

    Your Bibliography: Maré, E., 2017. Arbitrage Relationships for Options.

  • Website

    Recktenwald, G.

    Finite-Difference Approximations to the Heat Equation

    2011

    In-text: (Recktenwald, 2011)

    Your Bibliography: Recktenwald, G., 2011. Finite-Difference Approximations to the Heat Equation. [online] Nada.kth.se. Available at: <http://www.nada.kth.se/~jjalap/numme/FDheat.pdf> [Accessed 15 February 2018].

  • Presentation or lecture

    Rezzolla, L.

    Numerical Methods for the Solution of Partial Differential Equations

    2011 - Caen, France

    In-text: (Rezzolla, 2011)

    Your Bibliography: Rezzolla, L., 2011. Numerical Methods for the Solution of Partial Differential Equations.

  • Presentation or lecture

    RRR, R.

    Black-Scholes and the Theory of Diffusion

    2012 - www.risklatte.com

    In-text: (RRR, 2012)

    Your Bibliography: RRR, R., 2012. Black-Scholes and the Theory of Diffusion.

  • Book

    Saff, E. B. and Snider, A. D.

    Fundamentals of complex analysis: Engineering, Science and Mathematics

    2014 - Pearson - Edinburgh

    In-text: (Saff and Snider, 2014)

    Your Bibliography: Saff, E. and Snider, A., 2014. Fundamentals of complex analysis: Engineering, Science and Mathematics. 3rd ed. Edinburgh: Pearson, pp.1-53.

  • Presentation or lecture

    Schmuck, M.

    Numerical Methods for PDEs (Lecture 4 and 9)

    Heriot-Watt University

    In-text: (Schmuck, n.d.)

    Your Bibliography: Schmuck, M., n.d. Numerical Methods for PDEs (Lecture 4 and 9).

  • Book

    Strikwerda, J. C.

    Finite Difference Schemes and Partial Differential Equations

    2004 - S.I.A.M. - 2004

    In-text: (Strikwerda, 2004)

    Your Bibliography: Strikwerda, J., 2004. Finite Difference Schemes and Partial Differential Equations. 2nd ed. 2004: S.I.A.M.

  • Book

    Thomas, J. W.

    Numerical partial differential equations

    2010 - Springer - New York

    In-text: (Thomas, 2010)

    Your Bibliography: Thomas, J., 2010. Numerical partial differential equations. New York: Springer.

  • Book

    Wilmott, P.

    Paul wilmott on quantitative finance

    2014 - Wiley - Hoboken, N.J.

    In-text: (Wilmott, 2014)

    Your Bibliography: Wilmott, P., 2014. Paul wilmott on quantitative finance. Hoboken, N.J.: Wiley, pp.3-6.

  • Book

    Wilmott, P., Howison, S. and Dewynne, J.

    The Mathematics of Financial Derivatives

    1995 - Cambridge University Press - Cambridge

    In-text: (Wilmott, Howison and Dewynne, 1995)

    Your Bibliography: Wilmott, P., Howison, S. and Dewynne, J., 1995. The Mathematics of Financial Derivatives. Cambridge: Cambridge University Press.

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