Pages that link to "Item:Q2415424"
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The following pages link to High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424):
Displayed 6 items.
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
- Numerical methods for time-fractional convection-diffusion problems with high-order accuracy (Q2669018) (← links)
- Spectral graph wavelet regularization and adaptive wavelet for the backward heat conduction problem (Q5153268) (← links)
- High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)