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Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method
32433 2710 Pages:405-418 -
Fast Solvers for the Symmetric IPDG Discretization of Second Order Elliptic Problems
33334 2768 Pages:455-475 -
Some Error Estimates of Finite Volume Element Approximation for Elliptic Optimal Control Problems
33083 2654 Pages:697-711 -
A Hybrid Mortar Method for Incompressible Flow
33267 2644 Pages:793-812 -
ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35148 2830 Pages:303-320 -
A Computational Scheme for Options Under Jump Diffusion Processes
31764 3673 Pages:110-123 -
Convergence of High Order Methods for Miscible Displacement
32051 2602 Pages:47-63 -
Discretization Methods for Semilinear Parabolic Optimal Control Problems
30364 2467 Pages:437-458