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Improved ADI Parallel Difference Method for Quanto Options Pricing Model
32430 2681 pp. 569-586 -
A Benchmark Calculation of 3D Horizontal Well Simulations
29939 2548 pp. 189-202 -
Low Order Mixed Finite Element Approximations of the Monge-Ampère Equation
296038 2671 pp. 669-684 -
Development, Analysis and Numerical Tests of a Compositional Reservoir Simulator
31681 3853 pp. 86-100 -
Expanded Mixed Finite Element Domain Decomposition Methods on Triangular Grids
34393 2724 pp. 255-270 -
Jumps Without Tears: A New Splitting Technology for Barrier Options
31494 2675 pp. 667-704