Pages that link to "Item:Q1050106"

The following pages link to Finite element solution of diffusion problems with irregular data (Q1050106):

Displaying 40 items.

• Pricing European and American options in the Heston model with accelerated explicit finite differencing methods (Q2841332) (← links)
• An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812) (← links)
• HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs (Q2947344) (← links)
• Boundary value methods with the Crank–Nicolson preconditioner for pricing options in the jump-diffusion model (Q3008377) (← links)
• Optimal order multilevel preconditioners for regularized ill-posed problems (Q3055057) (← links)
• Numerical performance of penalty method for American option pricing (Q3161139) (← links)
• A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models (Q3174925) (← links)
• Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
• A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation (Q3448354) (← links)
• Avoiding spurious modes of time discretized operators in transport problems (Q3565054) (← links)
• Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
• A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740) (← links)
• A numerical PDE approach for pricing callable bonds (Q4541601) (← links)
• Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
• Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• (Q4647038) (← links)
• Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
• LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
• Parallel time-stepping for fluid–structure interactions (Q5001060) (← links)
• A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
• A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
• Second Order Pressure Estimates for the Crank--Nicolson Discretization of the Incompressible Navier--Stokes Equations (Q5210550) (← links)
• Crank--Nicolson Time Stepping and Variational Discretization of Control-Constrained Parabolic Optimal Control Problems (Q5254015) (← links)
• COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
• Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions (Q5742507) (← links)
• On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
• Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
• ADI finite difference schemes for option pricing in the Heston model with correlation (Q5862255) (← links)
• From finite differences to finite elements. A short history of numerical analysis of partial differential equations (Q5931470) (← links)
• On accurate time integration for temperature evolutions in additive manufacturing (Q6068259) (← links)
• Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods (Q6134077) (← links)
• A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations (Q6143635) (← links)
• Weak Galerkin Finite Element Methods for Parabolic Problems With $L^2$ Initial Data (Q6167453) (← links)
• Exponential stability of discrete-time damped Schrödinger equation (Q6177235) (← links)
• A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
• A control parameterization method for solving combined fractional optimal parameter selection and optimal control problems (Q6669782) (← links)