Search Results

• Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method

  Kai Zhang, Xiao-Qi Yang

  2017-06-01

  32527 2739 Pages:405-418

• Optimization for Automatic History Matching

  Shuguang Wang, Guozhong Zhao, Luobin Xu, Dezhi Guo, Shuyan Sun

  2005-11-03

  30690 2502 Pages:131-137

• Numerical Approximation of Option Pricing Model Under Jump Diffusion Using the Laplace Transformation Method

  Hyoseop Lee, Dongwoo Sheen

  2011-08-01

  31536 2729 Pages:566-583

• An Error Estimate for MMOC-MFEM Based on Convolution for Porous Media Flow

  Aijie Cheng, Yongqiang Ren, Kaihua Xi

  2012-09-01

  33070 3931 Pages:149-168

• Second Order Parameter-Uniform Convergence for a Finite Difference Method for a Singularly Perturbed Linear Parabolic System

  V. Franklin, M. Paramasivam, J. J. H. Miller, S. Valarmathi

  2018-08-15

  35779 4185 Pages:178-202

• Auto-Stabilized Weak Galerkin Finite Element Methods for Biharmonic Equations on Polytopal Meshes Without Convexity Assumptions

  Chunmei Wang

  2025-10-21

  5701 403 Pages:83-102

• Schwarz Method in a Geometrical Multi-Scale Domain with Continuous or Discontinuous Junctions

  Marie-Claude Viallon

  2025-04-29

  7171 529 Pages:534-555

• A Difference Finite Element Method for Convection-Diffusion Equations in Cylindrical Domains

  Chenhong Shi, Yinnian He, Dongwoo Sheen, Xinlong Feng

  2024-05-20

  20639 1591 Pages:407-430

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29572 2598 Pages:353-369

• A Partitioned Method with Different Time Steps for Coupled Stokes and Darcy Flows with Transport

  Jingyuan Zhang, Hongxing Rui, Yanzhao Cao

  2018-11-22

  33831 2741 Pages:463-498

• Numerical Investigation on Weak Galerkin Finite Elements

  Junping Wang, Xiu Ye, Shangyou Zhang

  2020-08-04

  33119 2694 Pages:517-531

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  42041 2971 Pages:237-254