Pages that link to "Item:Q2634317"

The following pages link to High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique (Q2634317):

Displaying 15 items.

• Alternating direction implicit orthogonal spline collocation on some non-rectangular regions with inconsistent partitions (Q521924) (← links)
• PDE-W-methods for parabolic problems with mixed derivatives (Q1652804) (← links)
• Near conserving energy numerical schemes for two-dimensional coupled seismic wave equations (Q1732380) (← links)
• A quick operator splitting method for option pricing (Q2074881) (← links)
• Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations (Q2091299) (← links)
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
• High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
• High-order full discretization for anisotropic wave equations (Q2423114) (← links)
• An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499) (← links)
• Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
• AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933) (← links)
• W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms (Q5014042) (← links)
• AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
• An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model (Q5157093) (← links)
• Stability and convergence of BDF2-ADI schemes with variable step sizes for parabolic equation (Q6577614) (← links)