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Primal-Dual Active-Set Method for the Valuation of American Exchange Options
26909 2470 Pages:858-885 -
An Unconditionally Energy Stable Immersed Boundary Method with Application to Vesicle Dynamics
36437 4054 Pages:247-262 -
Projection and Contraction Method for the Valuation of American Options
37617 4795 Pages:48-60 -
Mixed Fourier-Jacobi Spectral Method for Two-Dimensional Neumann Boundary Value Problems
37737 4475 Pages:284-296 -
A High-Order Efficient Optimised Global Hybrid Method for Singular Two-Point Boundary Value Problems
45250 3189 Pages:515-539 -
Streamline Diffusion Virtual Element Method for Convection-Dominated Diffusion Problems
43084 4709 Pages:158-180 -
An Efficient and Stable Spectral-Element Method for Acoustic Scattering by an Obstacle
36776 4185 Pages:190-208 -
Primal-Dual Active Set Method for American Lookback Put Option Pricing
36691 3032 Pages:603-614 -
Artificial Boundary Method for European Pricing Option Problem
48528 3184 Pages:746-773 -
An Artificial Boundary Condition for a Class of Quasi-Newtonian Stokes Flows
38082 4828 Pages:35-51 -
Identification of a Corroded Boundary and Its Robin Coefficient
38667 4191 Pages:126-149 -
New Finite Difference Methods Based on IIM for Inextensible Interfaces in Incompressible Flows
37317 4305 Pages:155-171 -
Conjugate Gradient Method for Estimation of Robin Coefficients
36890 4266 Pages:189-204 -
A Fast Finite Volume Method on Locally Refined Meshes for Fractional Diffusion Equations
40014 3128 Pages:755-779 -
Time Domain Linear Sampling Method for Inverse Scattering Problems with Cracks
53718 4393 Pages:96-110 -
Godunov Method for Stefan Problems with Enthalpy Formulations
40671 4343 Pages:107-119 -
Numerical Study of Fluid-Solid Interaction in Rotational Extrusion Flow
27940 2793 Pages:24-46