Pages that link to "Item:Q5433235"

The following pages link to High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing (Q5433235):

Displaying 13 items.

• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• Smoothing of Crank-Nicolson scheme for the two-dimensional diffusion with an integral condition (Q833144) (← links)
• On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424) (← links)
• Smoothing schemes for reaction-diffusion systems with nonsmooth data (Q953399) (← links)
• Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• A variable-\(\theta\) method for parabolic problems of nonsmooth data (Q2004568) (← links)
• A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
• A second-order exponential time differencing scheme for non-linear reaction-diffusion systems with dimensional splitting (Q2194330) (← links)
• Predictor-corrector schemes for nonlinear space-fractional parabolic PDEs with time-dependent boundary conditions (Q2227673) (← links)
• On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation (Q2378786) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812) (← links)