Search Results

• Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method

  Kai Zhang, Xiao-Qi Yang

  2017-06-01

  32528 2739 pp. 405-418

• Optimization for Automatic History Matching

  Shuguang Wang, Guozhong Zhao, Luobin Xu, Dezhi Guo, Shuyan Sun

  2005-11-03

  30690 2502 pp. 131-137

• Numerical Approximation of Option Pricing Model Under Jump Diffusion Using the Laplace Transformation Method

  Hyoseop Lee, Dongwoo Sheen

  2011-08-01

  31536 2729 pp. 566-583

• An Error Estimate for MMOC-MFEM Based on Convolution for Porous Media Flow

  Aijie Cheng, Yongqiang Ren, Kaihua Xi

  2012-09-01

  33070 3934 pp. 149-168

• Second Order Parameter-Uniform Convergence for a Finite Difference Method for a Singularly Perturbed Linear Parabolic System

  V. Franklin, M. Paramasivam, J. J. H. Miller, S. Valarmathi

  2018-08-15

  35781 4186 pp. 178-202

• Auto-Stabilized Weak Galerkin Finite Element Methods for Biharmonic Equations on Polytopal Meshes Without Convexity Assumptions

  Chunmei Wang

  2025-10-21

  DOI:10.4208/ijnam2026-1004

  5701 403 pp. 83-102

• Schwarz Method in a Geometrical Multi-Scale Domain with Continuous or Discontinuous Junctions

  Marie-Claude Viallon

  2025-04-29

  DOI:10.4208/ijnam2025-1023

  7172 529 pp. 534-555

• A Difference Finite Element Method for Convection-Diffusion Equations in Cylindrical Domains

  Chenhong Shi, Yinnian He, Dongwoo Sheen, Xinlong Feng

  2024-05-20

  DOI:10.4208/ijnam2024-1016

  20644 1592 pp. 407-430

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29572 2599 pp. 353-369

• A Partitioned Method with Different Time Steps for Coupled Stokes and Darcy Flows with Transport

  Jingyuan Zhang, Hongxing Rui, Yanzhao Cao

  2018-11-22

  33831 2741 pp. 463-498

• Numerical Investigation on Weak Galerkin Finite Elements

  Junping Wang, Xiu Ye, Shangyou Zhang

  2020-08-04

  33121 2694 pp. 517-531

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  42043 2972 pp. 237-254