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• Numerical Solution of the Time-Fractional Sub-Diffusion Equation on an Unbounded Domain in Two-Dimensional Space

  Hongwei Li, Xiaonan Wu & Jiwei Zhang

  2018-03-19

  37730 3194 Pages:439-454

• Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

  Man Luo, Da Xu & Limei Li

  2018-02-10

  38101 4562 Pages:283-294

• Primal-Dual Active-Set Method for the Valuation of American Exchange Options

  Xin Wen, Haiming Song, Rui Zhang, Yutian Li

  2023-10-23

  26799 2438 Pages:858-885

• Projection and Contraction Method for the Valuation of American Options

  Haiming Song & Ran Zhang

  2018-02-09

  37568 4711 Pages:48-60