SHARP ERROR ESTIMATE OF VARIABLE TIME-STEP IMEX BDF2 SCHEME FOR PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH INITIAL SINGULARITY ARISING IN FINANCE

Chengchao Zhao, Ruoyu Yang, Yana Di, Jiwei Zhang

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (5) : 1118-1140.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (5) : 1118-1140. DOI: 10.4208/jcm.2406-m2023-0095 CSTR: 32031.14.jcm.2406-m2023-0095

SHARP ERROR ESTIMATE OF VARIABLE TIME-STEP IMEX BDF2 SCHEME FOR PARABOLIC INTEGRO-DIFFERENTIAL EQUATIONS WITH INITIAL SINGULARITY ARISING IN FINANCE

  • Chengchao Zhao1, Ruoyu Yang2, Yana Di3,4, Jiwei Zhang5
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2025, 43(5): 1118-1140 https://doi.org/10.4208/jcm.2406-m2023-0095

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉