Pages that link to "Item:Q5498616"
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The following pages link to Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem (Q5498616):
Displaying 8 items.
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing (Q2242714) (← links)
- Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- From Navier-Stokes to Black-Scholes: numerical methods in computational finance (Q2799722) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)
- Corrected linear-Galerkin schemes to preserve second-order accuracy for cell-centered unstructured finite volume methods (Q6600282) (← links)
