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Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method
32528 2739 Pages:405-418 -
Fast Solvers for the Symmetric IPDG Discretization of Second Order Elliptic Problems
33436 2791 Pages:455-475 -
Some Error Estimates of Finite Volume Element Approximation for Elliptic Optimal Control Problems
33169 2676 Pages:697-711 -
A Hybrid Mortar Method for Incompressible Flow
33366 2677 Pages:793-812 -
ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35277 2890 Pages:303-320 -
A Computational Scheme for Options Under Jump Diffusion Processes
31855 3740 Pages:110-123 -
Convergence of High Order Methods for Miscible Displacement
32152 2638 Pages:47-63 -
Discretization Methods for Semilinear Parabolic Optimal Control Problems
30460 2495 Pages:437-458 -
Analysis of Any-Order Runge-Kutta Spectral Volume Schemes for 1D Hyperbolic Equations
1113 147 Pages:184-222