Search Results

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29569 2594 Pages:353-369

• Comparison of Solvers for 2D Schrödinger Problems

  F. J. Gaspar, C. Rodrigo, R. Ciegis, A. Mirinavicius

  2021-10-20

  34246 4023 Pages:131-147

• Unconditionally Stable Time Splitting Methods for the Electrostatic Analysis of Solvated Biomolecules

  Leighton Wilson, Shan Zhao

  2016-11-08

  32565 2816 Pages:852-878

• Convergence Analyses of Crank-Nicolson Orthogonal Spline Collocation Methods for Linear Parabolic Problems in Two Space Variables

  Morrakot Khebchareon, Amiya Kumar Pani, Graeme Fairweather

  2018-08-15

  33319 4104 Pages:58-72

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  Xiaozhong Yang, Fan Zhang, Lifei Wu

  2016-07-03

  32428 2677 Pages:569-586

• Convergence Analysis of ADI Orthogonal Spline Collocation Without Perturbation Terms

  Bernard Bialecki, Ryan I. Fernandes

  2021-08-09

  43447 2665 Pages:620-641