Q3119570 (Q3119570): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Q4905685
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+COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS
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+Q4433608
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+The valuation of foreign currency options under stochastic interest rates
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+Multigrid for American option pricing with stochastic volatility
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+A finite element approach to the pricing of discrete lookbacks with stochastic volatility
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+Q4863379
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+Normal rank
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+Penalty methods for the numerical solution of American multi-asset option problems
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+Stabilized explicit Runge-Kutta methods for multi-asset American options
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+Solution of partial differential equations by a global radial basis function-based differential quadrature method
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+Differential quadrature and longterm integration
@@ Property / cites work: Differential quadrature and longterm integration / rank @@
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+Differential quadrature: A technique for the rapid solution of nonlinear partial differential equations
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+Application of generalized differential quadrature to solve two-dimensional incompressible Navier-Stokes equations
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+Q4358015
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+Q4948551
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+Two new approximate methods for analyzing free vibration of structural components
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+Differential quadrature method in the buckling analysis of beams and composite plates
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+The differential quadrature method for irregular domains and application to plate vibration
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+An eight-node curvilinear differential quadrature formulation for Reissner/Mindlin plates
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+Free vibration analysis of curvilinear quadrilateral plates by the differential quadrature method
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+Scattered Data Interpolation: Tests of Some Method
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+Q3223304
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+On unsymmetric collocation by radial basis functions
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