Pages that link to "Item:Q1050106"
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The following pages link to Finite element solution of diffusion problems with irregular data (Q1050106):
Displayed 34 items.
- Continuous-time accelerated block successive overrelaxation methods for time-dependent Stokes equations (Q421836) (← links)
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- Stability of semidiscrete formulations for parabolic problems at small time steps (Q704558) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- Infinite reload options: pricing and analysis (Q952078) (← links)
- Smoothing schemes for reaction-diffusion systems with nonsmooth data (Q953399) (← links)
- On the numerical simulation of the unsteady free fall of a solid in a fluid. I: The Newtonian case (Q993905) (← links)
- Damping of Crank-Nicolson error oscillations. (Q1414260) (← links)
- An implicit, nonlinear reduced resistive MHD solver (Q1601544) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- Stabilized approximations of strongly continuous semigroups (Q2481835) (← links)
- Numerical simulation for a nonlinear partial differential equation with variable coefficients by means of the discrete variational derivative method (Q2496278) (← links)
- PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
- An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812) (← links)
- Boundary value methods with the Crank–Nicolson preconditioner for pricing options in the jump-diffusion model (Q3008377) (← links)
- Optimal order multilevel preconditioners for regularized ill-posed problems (Q3055057) (← links)
- Numerical performance of penalty method for American option pricing (Q3161139) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
- Avoiding spurious modes of time discretized operators in transport problems (Q3565054) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740) (← links)
- A numerical PDE approach for pricing callable bonds (Q4541601) (← links)
- Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
- Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
- From finite differences to finite elements. A short history of numerical analysis of partial differential equations (Q5931470) (← links)