Pages that link to "Item:Q898943"

The following pages link to Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943):

Displaying 17 items.

• PDE-W-methods for parabolic problems with mixed derivatives (Q1652804) (← links)
• A new matrix method for solving two-dimensional time-dependent diffusion equations with Dirichlet boundary conditions (Q1733724) (← links)
• Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• Power boundedness in the maximum norm of stability matrices for ADI methods (Q2045166) (← links)
• High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems (Q2088793) (← links)
• Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
• Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
• Compact higher order discretization of 3D generalized convection diffusion equation with variable coefficients in nonuniform grids (Q2246502) (← links)
• Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
• Modified Douglas splitting methods for reaction-diffusion equations (Q2359748) (← links)
• Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
• AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933) (← links)
• Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems (Q4960450) (← links)
• A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
• W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms (Q5014042) (← links)
• On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)