I am currently writing my dissertation on different methods for pricing barrier options. As part of this, I have implemented a finite differences method for solving one partial differential equation, and another finite differences method for solving another partial differential equation.I would like to create some plots or tables, to show which of these methods are preferable. My problem is, that I have no idea which plots to create. I do not really have much experience with this, so I don't know what will be valuable. Does anyone have any suggestions?I suppose it is worth mentioning that I have available an analytical formula for the solution.
Comparing finite differences methods
pde;finite difference;numerical analysis