We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...

Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...

An in-house DNS code [1,2] has been developed and is being using for the simulations. Various unsteady flows (periodic / non-periodic) can be studied by the code. A standard second order finite ...