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• Finite Volume Approximation of Two-Dimensional Stiff Problems

  C.-Y. Jung, R. Temam

  2010-07-01

  32843 2440 Pages:462-476

• Variable Step-Size Selection Methods for Implicit Integration Schemes for ODEs

  R. Holsapple, R. Iyer & D. Doman

  2007-04-01

  29048 2534 Pages:210-240

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35069 2775 Pages:303-320