Search Results - subject:"Discretization Error"

Term structure of interest models: concept and estimation problem in a continuous-time setting

Miscia, Orazio Di - EconWPA - 2005

Continuous-time models have a large range of applications. They have been used for a long time to model phenomena evolving randomly and continuously in time. However, data are essentially always recorded at discrete points in time only and this is one of the main source of difficulties when the...

Persistent link: https://www.econbiz.de/10005077014

A proof of convergence for the combination technique for the Laplace equation using tools of symbolic computation

Bungartz, H.; Griebel, M.; Röschke, D.; Zenger, C. - In: Mathematics and Computers in Simulation (MATCOM) 42 (1996) 4, pp. 595-605

with meshwidth h and O(h−2) grid points, the order O(h2) of the discretization error was shown in (Hofman, 1967), if g …. The crucial task of the proof, i.e. the determination of the discretization error on rectangular grids with arbitrary …

Persistent link: https://www.econbiz.de/10011050597