Search results
From MaRDI portal
- volatility and interest rate functions 2022-04-25 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper...10 bytes (16 words) - 21:51, 24 September 2023
- volatility and interest rate functions 2022-04-25 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper https://portal...10 bytes (16 words) - 21:51, 24 September 2023
- A TWO-ASSET JUMP-DIFFUSION MODEL 2021-06-23 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper https://portal...10 bytes (16 words) - 21:51, 24 September 2023
- methods of the Cahn-Hilliard equation 2021-04-15 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper Effect of...10 bytes (16 words) - 21:51, 24 September 2023
- methods of the Cahn-Hilliard equation 2021-04-15 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper An unconditionally...10 bytes (16 words) - 21:51, 24 September 2023
- modified Cahn-Hilliard equation 2021-03-31 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper An unconditionally...10 bytes (16 words) - 19:19, 24 September 2023
- methods of the Cahn-Hilliard equation 2021-04-15 Paper Optimal non-uniform finite difference grids for the Black-Scholes equations 2021-03-06 Paper An unconditionally...10 bytes (16 words) - 12:58, 7 October 2023
- Paper Uniform Convergence of Finite-Difference Schemes for Reaction-Diffusion Interface Problems 2009-03-26 Paper A Second-Order Cartesian Grid Finite Volume...10 bytes (18 words) - 12:08, 9 December 2023
- Mesh Finite Difference Method for Non-Monotone Solutions of Non-Equilibrium Equations in Porous Media 2021-10-26 Paper Higher order nonuniform grids for...10 bytes (18 words) - 06:54, 12 December 2023
- Two-grid methods of finite element solutions for semi-linear elliptic interface problems 2020-05-19 Paper A characteristic finite element two-grid algorithm...10 bytes (17 words) - 00:06, 10 December 2023
- continuous space-time finite element scheme for the non-stationary incompressible flows 2022-05-05 Paper A POD-based reduced-order finite difference extrapolating...10 bytes (17 words) - 04:06, 9 December 2023
- alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations 2016-12-05 Paper Fast finite difference methods for space-fractional...10 bytes (17 words) - 14:27, 8 December 2023
- Paper A two-grid block-centered finite difference method for nonlinear non-Fickian flow model 2019-03-20 Paper Block-Centered Finite Difference Methods for...10 bytes (17 words) - 22:35, 9 December 2023
- Paper A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes 2021-03-04 Paper Numerical...10 bytes (17 words) - 01:13, 11 December 2023
- convergence of certain finite volume difference discretizations for 1D poroelasticity interface problems 2007-05-23 Paper Numerical Study of Two-grid Preconditioners...10 bytes (19 words) - 17:25, 9 December 2023
- Adaptive Grid 2022-05-27 Paper Analysis of a finite difference scheme for a nonlinear Caputo fractional differential equation on an adaptive grid 2022-04-25...10 bytes (18 words) - 11:34, 11 December 2023
- eXtended Finite Element Method. 2016-01-29 Paper High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform...10 bytes (16 words) - 23:49, 11 December 2023
- Solution Of Non-Linear Singular Two-Point Boundary Value Problems Using A Fourth Order Finite Difference Method 2002-09-18 Paper A new finite difference discretization...10 bytes (18 words) - 19:40, 9 December 2023
- Paper FINITE-DIFFERENCE ANALYSIS FOR THE LINEAR THERMOPOROELASTICITY PROBLEM AND ITS NUMERICAL RESOLUTION BY MULTIGRID METHODS 2012-05-18 Paper Finite difference...10 bytes (18 words) - 17:21, 9 December 2023
- 2007-10-19 Paper Non-uniform grid accelerated local-global boundary condition (NG-LGBC) for acoustic scattering 2007-09-20 Paper Finite difference time domain...10 bytes (16 words) - 02:35, 13 December 2023