These are the sources and citations used to research Finite Difference Methods. This bibliography was generated on Cite This For Me on
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.
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].
In-text: (Duffy, 2014)
Your Bibliography: Duffy, D., 2014. Finite difference methods in financial engineering. Hoboken, N.J.: Wiley.
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].
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].
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.
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].
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.
In-text: (Maré, 2017)
Your Bibliography: Maré, E., 2017. Arbitrage Relationships for Options.
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].
In-text: (Rezzolla, 2011)
Your Bibliography: Rezzolla, L., 2011. Numerical Methods for the Solution of Partial Differential Equations.
In-text: (RRR, 2012)
Your Bibliography: RRR, R., 2012. Black-Scholes and the Theory of Diffusion.
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.
In-text: (Schmuck, n.d.)
Your Bibliography: Schmuck, M., n.d. Numerical Methods for PDEs (Lecture 4 and 9).
In-text: (Strikwerda, 2004)
Your Bibliography: Strikwerda, J., 2004. Finite Difference Schemes and Partial Differential Equations. 2nd ed. 2004: S.I.A.M.
In-text: (Thomas, 2010)
Your Bibliography: Thomas, J., 2010. Numerical partial differential equations. New York: Springer.
In-text: (Wilmott, 2014)
Your Bibliography: Wilmott, P., 2014. Paul wilmott on quantitative finance. Hoboken, N.J.: Wiley, pp.3-6.
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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