Search results
From MaRDI portal
- the Stability of a Compact Finite Difference Scheme for Option Pricing 2012-08-27 Paper High-order compact finite difference scheme for option pricing...10 bytes (16 words) - 16:36, 11 December 2023
- fourth-order compact finite difference scheme for the Zakharov system in the subsonic regime 2022-07-20 Paper A fourth-order compact finite difference scheme for...10 bytes (17 words) - 03:45, 10 December 2023
- Interactions based on the eXtended Finite Element Method. 2016-01-29 Paper High-order compact finite difference schemes for option pricing in stochastic...10 bytes (16 words) - 23:49, 11 December 2023
- split-step compact finite difference method for the coupled Gross–Pitaevskii equations 2022-02-16 Paper Conservative compact difference scheme for the Zakharov–Rubenchik...10 bytes (17 words) - 20:15, 11 December 2023
- computing with a compact finite difference scheme 2017-07-05 Paper Implementation of Boundary Conditions for Optimized High-Order Compact Schemes 2017-05-09...10 bytes (17 words) - 12:37, 28 January 2024
- hybrid compact-WENO finite difference scheme 2020-06-10 Paper Seventh and ninth orders characteristic-wise alternative WENO finite difference schemes for...10 bytes (18 words) - 11:51, 11 December 2023
- Bound-Preserving Compact Finite Difference Scheme for Scalar Convection Diffusion Equations 2018-12-05 Paper Hybrid Compact-WENO Finite Difference Scheme For Detonation...10 bytes (17 words) - 23:16, 11 December 2023
- weighted compact nonlinear scheme using compact nonlinear interpolation 2018-06-27 Paper Reevaluation of high-order finite difference and finite volume algorithms...10 bytes (17 words) - 14:48, 7 December 2023
- Publication Date of Publication Type High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump...10 bytes (16 words) - 22:35, 24 September 2023
- study of Asian option with high-order compact finite difference scheme 2018-07-19 Paper FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S...10 bytes (18 words) - 16:22, 6 October 2023
- on artificial neural network with application to hybrid compact-WENO finite difference scheme 2020-06-10 Paper Numerical Simulation of Rayleigh–Taylor...10 bytes (17 words) - 08:35, 7 October 2023
- fourth-order compact difference scheme for the Klein-Gordon-Dirac \(\text{equations}^{\star}\) 2022-01-24 Paper Two energy-conserving and compact finite difference...10 bytes (16 words) - 19:41, 6 October 2023
- and nonlinear diffusion equations by compact finite difference method 2010-07-13 Paper A compact finite difference method for the solution of the generalized...10 bytes (16 words) - 22:05, 11 December 2023
- Paper A Compact Difference Scheme for Time-Fractional Dirichlet Biharmonic Equation on Temporal Graded Meshes 2021-04-27 Paper Compact Difference Scheme for...10 bytes (17 words) - 16:11, 10 December 2023
- improved compact finite difference scheme for solving an N-carrier system with Neumann boundary conditions 2011-03-10 Paper Accurate finite difference schemes...10 bytes (17 words) - 08:03, 9 December 2023
- BDF finite difference scheme for the generalized viscous Burgers' equation 2023-06-20 Paper Crank-Nicolson ADI finite difference/compact difference schemes...10 bytes (16 words) - 01:44, 7 October 2023
- Paper A three‐level linearized finite difference scheme for the camassa–holm equation 2014-04-08 Paper Compact difference schemes for heat equation with Neumann...10 bytes (17 words) - 12:46, 11 December 2023
- one-dimensional explicit compact scheme for the 2D acoustic wave equation 2022-08-24 Paper An explicit fourth-order compact difference scheme for solving the 2D...10 bytes (16 words) - 10:27, 25 September 2023
- Conservative compact difference scheme for the Zakharov–Rubenchik equations 2022-02-16 Paper Conservative compact finite difference scheme for the N‐coupled...10 bytes (16 words) - 22:18, 24 September 2023
- dissipative compact finite difference scheme with global accuracy of ninth order 2019-04-26 Paper Optimization of a global seventh-order dissipative compact finite-difference...10 bytes (16 words) - 13:40, 7 October 2023
