In this paper, we suggest a new model for establishing a numerical study related to a European options pricing problem where assets' prices can be described by a stochastic equation with a discontinuous sample path (Slow Growth Volatility with Jump SGVJ model) which uses a non-standard volatility. A special attention is given to characteristics of the proposed model represented by its non-standard volatility defined by the parameters $\alpha$ and $\beta$. The mathematical modeling in the presence of jump shows that one has to resort to a degenerate partial integro-di
finite difference method
In this paper we are interested to the dynamic von Karman equations coupled with viscous damping and without rotational forces, $(\alpha =0)$ [Chueshov I., Lasiecka I.
This paper presents a numerical simulation in the two-dimensional for a system of PDE governing drug transport in tumors with random coefficients, which is described as a random field. The continuous stochastic field is approximated by a finite number of random variables via the Karhunen–Loève expansion and transform the stochastic problem into a determinate one with a parameter in high dimension. Then we apply a finite difference scheme and the Euler–Maruyama Integrator in time. The Monte Carlo method is used to compute corresponding simple averages. We compute the error estimate usin