Pages that link to "Item:Q1241975"
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The following pages link to The construction of hopscotch methods for parabolic and elliptic equations in two space dimensions with a mixed derivative (Q1241975):
Displayed 16 items.
- Pricing of swaps with default risk (Q375369) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Comparing time integrators for parabolic equations in two space dimensions with a mixed derivative (Q599489) (← links)
- Peripheral and ADI hopscotch methods for two dimensional parabolic and elliptic equations with a mixed term (Q1050103) (← links)
- A correct derivation of acceleration parameter for hopscotch and checkerboard (P,Q)-cyclic relaxation schemes (Q1054141) (← links)
- On acceleration parameters for the odd-even hopscotch method (Q1162126) (← links)
- One-step splitting methods for semi-discrete parabolic equations (Q1253532) (← links)
- Locally one-dimensional hopscotch methods (Q1254838) (← links)
- Hopscotch methods for elliptic partial differential equations (Q1259151) (← links)
- A polynomial based iterative method for linear parabolic equations (Q1262730) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Pricing algorithms of multivariate path dependent options (Q1347857) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS (Q4653568) (← links)
- A new stable, explicit, and generic third‐order method for simulating conductive heat transfer (Q6064534) (← links)
- A class of new stable, explicit methods to solve the non‐stationary heat equation (Q6087799) (← links)