The following pages link to (Q4279369):
Displaying 16 items.
- Asymptotic approximations for a singularly perturbed convection-diffusion problem with discontinuous data in a sector (Q557709) (← links)
- Richardson extrapolation technique for singularly perturbed parabolic convection--diffusion problems (Q644859) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- Parameter-uniform hybrid numerical scheme for time-dependent convection-dominated initial-boundary-value problems (Q836945) (← links)
- Asymptotic behaviour of three-dimensional singularly perturbed convection-diffusion problems with discontinuous data (Q864610) (← links)
- Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
- A fractional step method on a special mesh for the resolution of multidimensional evolutionary convection-diffusion problems (Q1294474) (← links)
- Finite element analysis of an exponentially fitted non-lumped scheme for advection-diffusion equations (Q1339349) (← links)
- A uniformly convergent scheme on a nonuniform mesh for convection-diffusion parabolic problems (Q1811675) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A quintic spline collocation method for solving time-dependent convection-diffusion problems (Q2068664) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
- (Q4627085) (← links)
- (Q4958343) (← links)
- A parameter-uniform hybrid method for singularly perturbed parabolic 2D convection-diffusion-reaction problems (Q6646503) (← links)
