Pages that link to "Item:Q2135558"
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The following pages link to On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558):
Displaying 4 items.
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
- A fourth order Runge-Kutta type of exponential time differencing and triangular spectral element method for two dimensional nonlinear Maxwell's equations (Q6646518) (← links)