Pages that link to "Item:Q409974"

The following pages link to Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974):

Displaying 15 items.

• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• Dependence on the reaction in porous convection (Q498307) (← links)
• Fitted finite volume positive difference scheme for a stationary model of air pollution (Q745231) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
• A finite volume difference scheme for a model of settling particle dispersion from an elevated source in an open-channel flow (Q2013719) (← links)
• PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
• Numerical methods to simulate moisture dynamics in fibrous sheet (Q2311179) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
• Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
• Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion (Q2678829) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
• Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)