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On the convergence of monotone schemes for path-dependent PDE

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Academic year: 2021

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Figure 1: For PPDE (5.1), we choose µ = −0.2, µ = 0.2, a = 0.04, a = 0.09, T = 1 and ω 0 = ω 0 = 0
Figure 2: For PPDE (5.1), we choose K 1 = −0.2, K 2 = 0.2, a = 0.04, a = 0.09, b = 0.05

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