Granville Sewell

Available identifiers

zbMath Open sewell.granvilleMaRDI QIDQ964359

List of research outcomes

Publication	Date of Publication	Type
Numerical methods applied to option pricing models with transaction costs and stochastic volatility	2019-02-06	Paper
Solving Partial Differential Equation Applications with PDE2D	2018-11-09	Paper
Derivation of the Black–Scholes Equation from Basic Principles	2018-08-20	Paper
(Free) software for general partial differential equation problems in non-rectangular 2D and 3D regions	2018-08-07	Paper
Solving the KPI wave equation with a moving adaptive FEM grid	2018-08-07	Paper
Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market	2015-04-16	Paper
The numerical solution of ordinary and partial differential equations.	2015-02-20	Paper
Computational Methods of Linear Algebra	2014-09-16	Paper
Numerical schemes for option pricing in regime-switching jump diffusion models	2014-04-25	Paper
Solving PDEs in non-rectangular 3D regions using a collocation finite element method	2010-04-15	Paper
The Numerical Solution of Ordinary and Partial Differential Equations	2005-08-24	Paper
Computational Methods of Linear Algebra	2005-08-24	Paper
Solving problems in computational physics using a general-purpose PDE solver	2000-03-23	Paper
https://portal.mardi4nfdi.de/entity/Q4040298	1993-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q4003423	1993-01-23	Paper
Plotting contour surfaces of a function of three variables	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3719756	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3936136	1982-01-01	Paper

Research outcomes over time

This page was built for person: Granville Sewell