Pages that link to "Item:Q554616"
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The following pages link to Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616):
Displayed 17 items.
- Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943) (← links)
- A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives (Q1733474) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← 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)
- Modified Douglas splitting methods for reaction-diffusion equations (Q2359748) (← links)
- High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
- Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms (Q2448368) (← links)
- Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes (Q2874319) (← links)
- High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
- A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
- A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
- Flux-splitting schemes for parabolic equations with mixed derivatives (Q5413192) (← links)
- Discretization of second-order ordinary differential equations with symmetries (Q5413193) (← links)
- On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)