Search Results

• A Power Penalty Approach to Numerical Solutions of Two-Asset American Options

  K. Zhang, S. Wang, X. Q. Yang & K. L. Teo

  2009-02-01

  39283 3746 Pages:202-223

• A Stochastic Approximation Frame Algorithm with Adaptive Directions

  Zi Xu & Yu-Hong Dai

  2008-01-01

  38475 3707 Pages:460-474

• Generalized Normal Derivatives and Their Applications in DDMs with Nonmatching Grids and DG Methods

  Qiya Hu

  2008-01-01

  39447 3680 Pages:383-409

• A Paradoxical Consistency Between Dynamic and Conventional Derivatives on Hybrid Grids

  Qin Sheng

  2008-01-01

  37971 3367 Pages:198-213

• A Parameter-Uniform Finite Difference Method for a Coupled System of Convection-Diffusion Two-Point Boundary Value Problems

  Eugene O'Riordan, Jeanne Stynes, Martin Stynes

  2008-01-01

  38618 3487 Pages:176-197

• Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

  P. Lin, J. J. H. Miller & G. I. Shishkin

  2008-01-01

  38566 3636 Pages:150-164

• A Multigrid Block LU-SGS Algorithm for Euler Equations on Unstructured Grids

  Ruo Li, Xin Wang & Weibo Zhao

  2018-08-14

  38884 3958 Pages:92-112