Vol. 7 No. 2 (2010)
Articles
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ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35069 2775 Pages:303-320 -
A Spectral Method on Tetrahedra Using Rational Basis Functions
31198 2605 Pages:330-355 -
Nonlinear Model Reduction Using Group Proper Orthogonal Decomposition
31420 2582 Pages:356-372