DOI10.1093/imanum/14.2.257zbMath0806.65111OpenAlexW1972648014MaRDI QIDQ4294783
Songgui Wang, John J. H. Miller
Publication date: 7 February 1995
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/14.2.257
Mixed finite volume methods for semiconductor device simulation,
Power penalty method for a linear complementarity problem arising from American option valuation,
A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation,
Convergence analysis of a finite volume method via a new nonconforming finite element method,
A novel exponentially fitted triangular finite element method for an advection-diffusion problem with boundary layers,
The finite element method with weighted basis functions for singularly perturbed convection-diffusion problems,
An a posteriori error estimate for finite element approximations of a singularly perturbed advection-diffusion problem,
Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing,
Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing,
Finite element methods for convection-diffusion problems using exponential splines on triangles,
A brief survey on numerical methods for solving singularly perturbed problems,
Numerical methods for the estimation of effective diffusion coefficients of 2D controlled drug delivery systems,
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities,
On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models,
Solving convection-dominated anisotropic diffusion equations by an exponentially fitted finite volume method.,
Pricing American bond options using a penalty method,
Convergence analysis for an exponentially fitted Finite Volume Method,
Particular solutions of singularly perturbed partial differential equations with constant coefficients in rectangular domains. I: Convergence analysis.,
A conservative and monotone mixed-hybridized finite element approximation of transport problems in heterogeneous domains,
Accurate and approximate analytic solutions of singularly perturbed differential equations with two-dimensional boundary layers,
Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method,
Flux-upwind stabilization of the discontinuous Petrov–Galerkin formulation with Lagrange multipliers for advection-diffusion problems,
Estimation of effective diffusion coefficients of drug delivery devices in a flow-through system,
A super-convergent unsymmetric finite volume method for convection-diffusion equations,
Applying a power penalty method to numerically pricing American bond options,
A fitted finite volume method for the valuation of options on assets with stochastic volatilities,
A nonconforming combination of the finite element and volume methods with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation,
Convergence analysis for the full-upwind finite volume solution of a convection-diffusion problem,
Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing,
An analysis of the Scharfetter-Gummel box method for the stationary semiconductor device equations,
Fitted finite volume positive difference scheme for a stationary model of air pollution,
ON CHAOTIC BEHAVIORS OF INCOMPRESSIBLE FLUID FLOWS IN TRIANGULAR DRIVEN CAVITIES,
A computational scheme for uncertain volatility model in option pricing,
Numerical analysis for systems with memory arising from semiconductor simulations,
On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation,
Genetic Exponentially Fitted Method for Solving Multi-dimensional Drift-diffusion Equations,
An analysis of a conforming exponentially fitted finite element method for a convection-diffusion problem