Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518): Difference between revisions

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+The Mathematics of Financial Derivatives
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+Q4399897
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+The Fokker-Planck equation. Methods of solution and applications.
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+Adomian decomposition method for solving the diffusion-convection-reaction equations
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+Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend
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+Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function
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+Approximate inversion of the Black-Scholes formula using rational functions
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+Application of the Adomian decomposition method for the Fokker-Planck equation
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+Numerical solution of Fokker-Planck equation with space- and time-fractional derivatives
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+The fractional Fokker-Planck equation on comb-like model
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+Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing
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+Variational iteration method -- a kind of non-linear analytical technique: Some examples
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+Variational iteration method -- some recent results and new interpretations
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+Numerical simulation of KdV and mKdv equations with initial conditions by the variational iteration method
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+Variational iteration method for solving generalized Burger-Fisher and Burger equations
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+He's variational iteration method for solving linear and non-linear systems of ordinary differential equations
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+Application of homotopy-perturbation and variational iteration methods to nonlinear heat transfer and porous media equations
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+He's variational iteration method for computing a control parameter in a semi-linear inverse parabolic equation
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+Nonlinear fluid flows in pipe-like domain problem using variational-iteration method
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+Variational iteration method for one-dimensional nonlinear thermoelasticity
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+The use of He's variational iteration method for solving a Fokker–Planck equation
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+Identifying an unknown function in a parabolic equation with overspecified data via He's variational iteration method
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+On the convergence of He's variational iteration method
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+He's variational iteration method for solving a semi-linear inverse parabolic equation
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+SOME ASYMPTOTIC METHODS FOR STRONGLY NONLINEAR EQUATIONS
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+Q4429832
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