Algorithm 986

swMATH22693MaRDI QIDQ34484FDOQ34484

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Cited In (6)

• Fourth-order compact scheme for option pricing under the Merton's and Kou's jump-diffusion models
• Spectral graph wavelet regularization and adaptive wavelet for the backward heat conduction problem
• A Matlab suite for second generation wavelets on an interval and the corresponding adaptive grid
• Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients
• The formally second-order BDF ADI difference/compact difference scheme for the nonlocal evolution problem in three-dimensional space
• Algorithm 986: A suite of compact finite difference schemes

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