20.500.12556/DKUM-66184 Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented. The related numerical elementary recipes are briefly elucidated in context of the diffusion equation. The quality of the approximations to the exact solutions is compared throughout the visualizations. The article mainly is based on the pedagogical style of the presentations to the Novacella Easter School 2000 on Financial Mathematics. diffusion processes diffusion equations difuzijski procesi difuzijske enačbe true false true Angleški jezik Slovenski jezik Znanstveno delo 2017-06-14 10:23:57 2017-06-14 10:25:11 2022-07-10 03:06:44 2019-07-11 10:31:17 2001 0 0 str. 157-169 št. 3 Letn. 6 2001 0000-00-00 Zaloznikova Objavljeno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 1026-0226 51 47308801 47309057 10.1155/S1026022601000176 1026-0226 URN:SI:UM:DK:RUE0LUQA Discrete_Dynamics_in_Nature_and_Society_2001_Ruffing,_Windpassinger,_Panig_Comparing_algebraic_and_numerical_solutions_of_classical_diff.pdf Discrete_Dynamics_in_Nature_and_Society_2001_Ruffing,_Windpassinger,_Panig_Comparing_algebraic_and_numerical_solutions_of_classical_diff.pdf 1 07AC5DEBD7546D7C24C21CB4718DE146 2e2e3cb48d87bcf8e691057ca5bd0b2eaa8f2905c7653de7b9f0a6153a96c466 3d7b83bf-7c0e-11eb-bb7a-00155d0001ca https://dk.um.si/Dokument.php?lang=slv&id=112495 http://www.hindawi.com/journals/ddns/2001/743982/abs/ 1 https://dk.um.si/Dokument.php?lang=slv&id=112493 Univerza v Mariboru 0 0 0