Search Results

• Stochastic Global Momentum-Preserving Schemes for Two-Dimensional Stochastic Partial Differential Equations

  Mingzhan Song, Songhe Song, Wei Zhang, Xu Qian

  2022-08-17

  300925 3451 Pages:912-927

• Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs

  Nary Kim & Hyung-Chun Lee

  2018-02-09

  36449 4202 Pages:166-188

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang & Hai-Wei Sun

  2018-08-14

  37706 4876 Pages:52-68

• On Solution Regularity of Linear Hyperbolic Stochastic PDE Using the Method of Characteristics

  Lizao Li

  2018-02-10

  36090 4117 Pages:266-276

• A Weak Galerkin Method with RT Elements for a Stochastic Parabolic Differential Equation

  Hongze Zhu, Yongkui Zou, Shimin Chai, Chenguang Zhou

  2019-10-09

  39038 3000 Pages:818-830

• On Pricing Options Under Two Stochastic Volatility Processes

  Wenjia Xie, Zhongyi Huang

  2024-04-16

  20762 2001 Pages:418-450