Pages that link to "Item:Q1917109"
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The following pages link to An alternating direction implicit scheme for parabolic equations with mixed derivative and convective terms (Q1917109):
Displaying 7 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- Improved accuracy for time-splitting methods for the numerical solution of parabolic equations (Q669688) (← links)
- Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022) (← links)
