Alexander Lapin
Results
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
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