Pages that link to "Item:Q952815"

The following pages link to Efficient solution of a partial integro-differential equation in finance (Q952815):

Displaying 50 items.

• Exact and numerical stability analysis of reaction-diffusion equations with distributed delays (Q256526) (← links)
• Optimality conditions in the problem of thermal control with integral-differential equation (Q326280) (← links)
• Second order convex splitting schemes for periodic nonlocal Cahn-Hilliard and Allen-Cahn equations (Q349589) (← links)
• A fast stationary iterative method for a partial integro-differential equation in pricing options (Q385437) (← links)
• Tri-diagonal preconditioner for pricing options (Q442720) (← links)
• A new algorithm for solving nearly penta-diagonal Toeplitz linear systems (Q453854) (← links)
• A convergent convex splitting scheme for the periodic nonlocal Cahn-Hilliard equation (Q466053) (← links)
• An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• Circulant preconditioners for analytic functions of Toeplitz matrices (Q1625768) (← links)
• A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
• Numerical solution of partial integro-differential equations by using projection method (Q1674184) (← links)
• Fast algorithms for solving FLS \(R\)-factor block circulant linear systems and inverse problem of \(\mathcal{A} X = b\) (Q1723890) (← links)
• Determinants, norms, and the spread of circulant matrices with Tribonacci and generalized Lucas numbers (Q1723979) (← links)
• Isomorphic operators and functional equations for the skew-circulant algebra (Q1724083) (← links)
• Explicit determinants of the RFP\(r\)L\(r\)R circulant and RLP\(r\)F\(r\)L circulant matrices involving some famous numbers (Q1724665) (← links)
• Circulant preconditioners for functions of Hermitian Toeplitz matrices (Q1736382) (← links)
• Optimal preconditioners for systems defined by functions of Toeplitz matrices (Q1748081) (← links)
• Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
• Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
• Band-times-circulant preconditioners for non-symmetric Toeplitz systems (Q2132431) (← links)
• A fast numerical method for fractional partial integro-differential equations with spatial-time delays (Q2227760) (← links)
• A fast algorithm for solving Toeplitz penta-diagonal systems (Q2266958) (← links)
• High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
• Circulant preconditioners for pricing options (Q2431151) (← links)
• A numerical solution of nonlinear parabolic-type Volterra partial integro-differential equations using radial basis functions (Q2520329) (← links)
• Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
• Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
• A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955) (← links)
• Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization (Q2942357) (← links)
• Fast Computation of the Matrix Exponential for a Toeplitz Matrix (Q3130420) (← links)
• GENERALIZATIONS TO SOME INTEGRO-DIFFERENTIAL EQUATIONS EMBODYING POWERS OF A DIFFERENTIAL OPERATOR (Q3387486) (← links)
• Necessary Optimality Conditions for the Control of Partial Integro-Differential Equations (Q3462306) (← links)
• FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• A convergent convex splitting scheme for a nonlocal Cahn–Hilliard–Oono type equation with a transport term (Q4958835) (← links)
• Band-Times-Circulant Preconditioners for Non-Symmetric Real Toeplitz Systems with Unknown Generating Function (Q5061743) (← links)
• On solvability of optimization problem for elastic oscillations with multipoint sources of control (Q5062244) (← links)
• EXTENSION AND DECOMPOSITION METHOD FOR DIFFERENTIAL AND INTEGRO-DIFFERENTIAL EQUATIONS (Q5118643) (← links)
• A semi-discrete scheme for solving nonlinear hyperbolic-type partial integro-differential equations using radial basis functions (Q5266064) (← links)
• Tri-Diagonal Preconditioner for Toeplitz Systems from Finance (Q5406883) (← links)
• An actuated computational method for treating parabolic partial delay integro-differential equations constrained by infinite boundary (Q6052709) (← links)
• A new approach by two‐dimensional wavelets operational matrix method for solving variable‐order fractional partial integro‐differential equations (Q6088452) (← links)
• AN EFFECTIVE COMPUTATIONAL APPROACH BASED ON HERMITE WAVELET GALERKIN FOR SOLVING PARABOLIC VOLTERRA PARTIAL INTEGRO DIFFERENTIAL EQUATIONS AND ITS CONVERGENCE ANALYSIS (Q6107710) (← links)
• Synthesis of distributed optimal control in the tracking problem for the optimization of thermal processes described by integro-differential equations (Q6125747) (← links)
• Efficient linear schemes for the nonlocal Cahn-Hilliard equation of phase field models (Q6159536) (← links)
• Taylor collocation method for solving two‐dimensional partial Volterra integro‐differential equations (Q6178220) (← links)
• Solution of variable‐order partial integro‐differential equation using Legendre wavelet approximation and operational matrices (Q6202440) (← links)
• A novel numerical algorithm for solving linear systems with periodic pentadiagonal Toeplitz coefficient matrices (Q6552677) (← links)
• A structure preserving matrix factorization for solving general periodic pentadiagonal Toeplitz linear systems (Q6553543) (← links)