Paper comparing the fully implicit difference method

Assignment Help Mathematics

Reference no: EM133217746

Case: You need to write a paper comparing the fully implicit difference method, the fully explicit difference method and the Crank-Nicolson method in terms of consistency, stability, convergence and speed of convergence. A summary of the advantages and disadvantages of each of these methods is also presented. Finally, an example is needed to show that the whole example is about solving the Black Scholes equation.

In summary there are three parts as follows.

Question 1. a comparison of the three methods (which needs to include the four aspects mentioned above)
Question 2. the advantages and disadvantages of each method
Question 3. an illustration with a specific example (by solving the Black Scholes equation)

Reference no: EM133217746

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