Pages that link to "Item:Q2448368"
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The following pages link to Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms (Q2448368):
Displaying 21 items.
- Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616) (← links)
- Improved accuracy for time-splitting methods for the numerical solution of parabolic equations (Q669688) (← links)
- Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022) (← links)
- Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943) (← links)
- An alternating-direction implicit scheme for parabolic equations with mixed derivatives (Q1108753) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives (Q1733474) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- Analysis of a mixed space-time diffusion equation (Q2355517) (← links)
- Modified Douglas splitting methods for reaction-diffusion equations (Q2359748) (← links)
- High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
- Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
- High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique (Q2634317) (← links)
- Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
- A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models (Q3174925) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
- A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
- AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
- On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
