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):
Displaying 50 items.
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- Numerical study of the plasma tearing instability on the resistive time scale (Q349753) (← links)
- 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)
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← 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)
- Towards essential improvement for the parareal-TR and parareal-Gauss4 algorithms (Q738990) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Moving mesh methods for pricing Asian options with regime switching (Q908388) (← 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)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Controllability of the 1D Schrödinger equation using flatness (Q1641067) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Stable discretization of poroelasticity problems and efficient preconditioners for arising saddle point type matrices (Q1684973) (← links)
- Adaptive time-step control for nonlinear fluid-structure interaction (Q1721866) (← links)
- Pricing American-style Parisian down-and-out call options (Q1735448) (← 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)
- A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- Numerical option pricing without oscillations using flux limiters (Q2007187) (← links)
- An averaging scheme for the efficient approximation of time-periodic flow problems (Q2028140) (← links)
- A Newton multigrid framework for optimal control of fluid-structure interactions (Q2069112) (← links)
- Robust stabilised finite element solvers for generalised Newtonian fluid flows (Q2130994) (← links)
- Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- Coupling fluid-structure interaction with phase-field fracture (Q2412206) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
- Analysis of time discretization methods for Stokes equations with a nonsmooth forcing term (Q2436543) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← 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)
- High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
- On Time Discretizations of Fluid-Structure Interactions (Q2801821) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
