Pages that link to "Item:Q864787"
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The following pages link to On the error estimate of finite difference method for the obstacle problem (Q864787):
Displayed 14 items.
- An error estimate for the finite difference scheme for one-phase obstacle problem (Q471270) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- Convergence of the finite difference scheme for a general class of the spatial segregation of reaction-diffusion systems (Q2001332) (← links)
- Spectral element methods a priori and a posteriori error estimates for penalized unilateral obstacle problem (Q2219641) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Generalized finite difference method for solving two-dimensional non-linear obstacle problems (Q2451034) (← links)
- Some iterative algorithms for the obstacle problems (Q3056385) (← links)
- A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
- (Q5033284) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)