Search Results

• Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method

  Kai Zhang, Xiao-Qi Yang

  2017-06-01

  32353 2686 Pages:405-418

• Optimization for Automatic History Matching

  S. Wang, G. Zhao, L. Xu, D. Guo & S. Sun

  2005-11-03

  30538 2441 Pages:131-137

• Numerical Approximation of Option Pricing Model Under Jump Diffusion Using the Laplace Transformation Method

  H. Lee & D. Sheen

  2011-08-01

  31358 2672 Pages:566-583

• An Error Estimate for MMOC-MFEM Based on Convolution for Porous Media Flow

  A. Cheng, Y. Ren & K. Xi

  2012-09-01

  32923 3836 Pages:149-168

• Second Order Parameter-Uniform Convergence for a Finite Difference Method for a Singularly Perturbed Linear Parabolic System

  V. Franklin, M. Paramasivam, J.J.H. Miller & S. Valarmathi

  2018-08-15

  35591 4104 Pages:178-202

• Schwarz Method in a Geometrical Multi-Scale Domain with Continuous or Discontinuous Junctions

  Marie-Claude Viallon

  2025-04-29

  6894 457 Pages:534-555

• A Difference Finite Element Method for Convection-Diffusion Equations in Cylindrical Domains

  Chenhong Shi, Yinnian He, Dongwoo Sheen, Xinlong Feng

  2024-05-20

  20361 1482 Pages:407-430

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  41812 2913 Pages:237-254

• Numerical Investigation on Weak Galerkin Finite Elements

  Junping Wang, Xiu Ye, Shangyou Zhang

  2020-08-04

  32923 2623 Pages:517-531

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29408 2521 Pages:353-369

• A Partitioned Method with Different Time Steps for Coupled Stokes and Darcy Flows with Transport

  Jingyuan Zhang, Hongxing Rui, Yanzhao Cao

  2018-11-22

  33666 2677 Pages:463-498