Search Results

• Numerical Solution of the Time-Fractional Sub-Diffusion Equation on an Unbounded Domain in Two-Dimensional Space

  Hongwei Li, Xiaonan Wu & Jiwei Zhang

  2018-03-19

  37795 3227 Pages:439-454

• Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

  Man Luo, Da Xu & Limei Li

  2018-02-10

  38161 4590 Pages:283-294

• Primal-Dual Active-Set Method for the Valuation of American Exchange Options

  Xin Wen, Haiming Song, Rui Zhang, Yutian Li

  2023-10-23

  26909 2470 Pages:858-885

• Projection and Contraction Method for the Valuation of American Options

  Haiming Song & Ran Zhang

  2018-02-09

  37617 4795 Pages:48-60