On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424): Difference between revisions

@@ Property / cites work @@
+An explicit finite difference approach to the pricing of barrier options
+Normal rank
@@ Property / cites work @@
+Incomplete partial fractions for parallel evaluation of rational matrix functions
+Normal rank
@@ Property / cites work @@
+Q2730413
@@ Property / cites work: Q2730413 / rank @@
+Normal rank
@@ Property / cites work @@
+A parallel block cyclic reduction algorithm for the fast solution of elliptic equations
+Normal rank
@@ Property / cites work @@
+Nonsmooth data error estimates for damped single step methods for parabolic equations in Banach space
+Normal rank
@@ Property / cites work @@
+On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations
+Normal rank
@@ Property / cites work @@
+Q4002473
@@ Property / cites work: Q4002473 / rank @@
+Normal rank
@@ Property / cites work @@
+On the smoothing property of the crank-nicolson scheme
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Kombinationswirbelfelder in realen Strömungen
@@ Property / cites work: Kombinationswirbelfelder in realen Strömungen / rank @@
+Normal rank
@@ Property / cites work @@
+Q4360234
@@ Property / cites work: Q4360234 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4784582
@@ Property / cites work: Q4784582 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data
+Normal rank
@@ Property / cites work @@
+High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing
+Normal rank
@@ Property / cites work @@
+Q4040987
@@ Property / cites work: Q4040987 / rank @@
+Normal rank
@@ Property / cites work @@
+PDE methods for pricing barrier options
@@ Property / cites work: PDE methods for pricing barrier options / rank @@
+Normal rank