31 citations · 32 across the 8 of their papers we have counts for
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math.NA2020
A Front Fixing Implicit Finite Difference Method for the American Put Options Model
Riccardo Fazio, Alessandra Insana, Alessandra Jannelli
In this paper, we present an implicit finite difference method for the numerical solution of the Black-Scholes model of American put options without dividend payments. We combine t…
math.NA2020
A Non-Standard Finite Difference Scheme for MHD Boundary Layer Fluid Flow
Riccardo Fazio, Alessandra Jannelli
This paper deals with a non-standard finite difference scheme defined on a quasi-uniform mesh for approximate solutions of the MHD boundary layer flow of an incompressible fluid pa…