The following pages link to (Q3637967):
Displaying 6 items.
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
- Matrix-based numerical modelling of financial differential equations (Q2655890) (← links)
- (Q5486561) (← links)
- Numerical schemes for variational inequalities arising in international asset pricing (Q5948629) (← links)
- Application of numerical method of functional differential equations in fair value of financial accounting (Q6108869) (← links)