Search Results

• Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem

  Germán I. Ramírez-Espinoza, Matthias Ehrhardt

  2021-07-01

  44429 4739 Pages:759-790

• Modelling and Numerical Valuation of Power Derivatives in Energy Markets

  Mai Huong Nguyen, Matthias Ehrhardt

  2012-04-01

  41156 5064 Pages:259-293 Open-access

• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models

  Limei Li, Alexander Lapin, Shuhua Zhang

  2019-01-11

  44992 3044 Pages:535-558