Pages that link to "Item:Q4946520"
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The following pages link to Optimal and near-optimal advection-diffusion finite-difference schemes. II. Unsteadiness and non-uniform grid (Q4946520):
Displaying 3 items.
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- An efficient box-scheme for convection-diffusion equations with sharp contrast in the diffusion coefficients (Q2386187) (← links)
- Derivative formulae and errors for non-uniformly spaced points (Q5427608) (← links)