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Alexander Lapin

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Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models

Journal Article

Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models

Advances in Applied Mathematics and Mechanics, Vol. 11 (2019), Iss. 2 : pp. 535–558

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Analysis of Finite Difference Approximations of an Optimal Control Problem in Economics

Journal Article

Analysis of Finite Difference Approximations of an Optimal Control Problem in Economics

Advances in Applied Mathematics and Mechanics, Vol. 11 (2019), Iss. 6 : pp. 1358–1375

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