A number of articles on UVM appeared in Wilmott.At least if it were a different PDE...but it's the same one every time. (There is the nonlinear wave equation model...Epstein & Wilmott...that's more interesting!)Any concrete suggestions for alternative maths or just grumbling?
By the way, nobody cares about derivatives pricing any more, another PDE for fixed income.... yawn!
and ... the same old FDM ... aka CN and ADI