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Weak Solutions Constructed by Semi-Discretization are Suitable: The Case of Slip Boundary Conditions
33340 3673 pp. 479-491 Open Access -
Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method
32528 2739 pp. 405-418 -
Fast Solvers for the Symmetric IPDG Discretization of Second Order Elliptic Problems
33436 2791 pp. 455-475 -
A Hybrid Mortar Method for Incompressible Flow
33367 2677 pp. 793-812 -
ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35278 2892 pp. 303-320 -
A Computational Scheme for Options Under Jump Diffusion Processes
31856 3740 pp. 110-123 -
Convergence of High Order Methods for Miscible Displacement
32152 2638 pp. 47-63 -
Discretization Methods for Semilinear Parabolic Optimal Control Problems
30461 2495 pp. 437-458