32 citations · 133 across the 25 of their papers we have counts for
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math.NA2014★ 2 cited
Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme
Riccardo Fazio
In this paper we present a MATLAB version of a non-standard finite difference scheme for the numerical solution of the perpetual American put option models of financial markets. Th…
math.NA2014★ 27 cited
The Iterative Transformation Method for the Sakiadis Problem
Riccardo Fazio
In a transformation method the numerical solution of a given boundary value problem is obtained by solving one or more related initial value problems. This paper is concerned with…
math.NA2014★ 3 cited
Free Boundary Formulation for BVPs on a Semi-Infinite Interval and Non-Iterative Transformation Methods
Riccardo Fazio
This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact so…