The following pages link to Muddun Bhuruth (Q387080):
Displaying 39 items.
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- A hybrid ENO reconstruction with limiters for systems of hyperbolic conservation laws (Q387111) (← links)
- (Q932712) (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 method for improving the performance of the WENO5 scheme near discontinuities (Q1036828) (← links)
- A new method for accelerating Arnoldi algorithms for large scale eigenproblems (Q1037802) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- A new fourth-order numerical scheme for option pricing under the CEV model (Q1761588) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
- A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems (Q2430753) (← links)
- Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems (Q2434843) (← links)
- A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws (Q2483194) (← links)
- Convergence of Arnoldi's method for generalized eigenvalue problems (Q2516941) (← links)
- Fourth-order optimal iterative schemes for convection-diffusion equation (Q2710747) (← links)
- Block iterative methods for the nine-point approximation to the convection-diffusion equation (Q2710796) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- (Q2823156) (← links)
- (Q2823157) (← links)
- A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK (Q2828050) (← links)
- A weighted ENO-flux limiter scheme for hyperbolic conservation laws (Q3066989) (← links)
- Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes (Q3123357) (← links)
- Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES (Q3551999) (← links)
- A note on Hermitian splitting induced relaxation methods for convection-diffusion equations (Q4241696) (← links)
- Strides reduction algorithms for block tridiagonal linear systems (Q4347178) (← links)
- Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations (Q4537634) (← links)
- (Q4737762) (← links)
- A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
- Krylov subspace method for fuzzy eigenvalue problem (Q5174028) (← links)
- (Q5298461) (← links)
- Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem (Q5428397) (← links)
- Analysis of a Semi-Circulant Preconditioner for a High-Order Compact Approximation of a Convection-Diffusion Model Problem (Q5851625) (← links)
- High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
