The following pages link to (Q3822587):
Displayed 4 items.
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210) (← links)
- Numerical methods for ultraparabolic equations (Q1817504) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)