Pages that link to "Item:Q2415424"

The following pages link to High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424):

Displaying 5 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)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)