A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013): Difference between revisions

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+RELAXATION METHODS APPLIED TO DETERMINE THE MOTION, IN TWO DIMENSIONS, OF A VISCOUS FLUID PAST A FIXED CYLINDER
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+The Pricing of Options and Corporate Liabilities
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem
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+An exponentially fitted finite volume method for the numerical solution of 2D unsteady incompressible flow problems
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+A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers
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+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
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+Power penalty method for a linear complementarity problem arising from American option valuation
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+Penalty methods for American options with stochastic volatility
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