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• Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem

  Germán I. Ramírez-Espinoza, Matthias Ehrhardt

  2021-07-01

  44537 4794 Pages:759-790

• Modelling and Numerical Valuation of Power Derivatives in Energy Markets

  Mai Huong Nguyen, Matthias Ehrhardt

  2012-04-01

  41253 5116 Pages:259-293 Open-access

• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models

  Limei Li, Alexander Lapin, Shuhua Zhang

  2019-01-11

  45122 3071 Pages:535-558