The following pages link to Ashvin Gopaul (Q2430752):
Displaying 12 items.
- (Q932711) (redirect page) (← links)
- Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems (Q970430) (← links)
- Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209) (← links)
- Analysis of incomplete factorizations for a nine-point approximation to a convection-diffusion model problem (Q1002216) (← links)
- A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems (Q2430753) (← links)
- A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws (Q2483194) (← links)
- A weighted ENO-flux limiter scheme for hyperbolic conservation laws (Q3066989) (← links)
- Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations (Q4537634) (← links)
- Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem (Q5428397) (← links)