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Approximate Similarity Solution to a Nonlinear Diffusion Equation with Spherical Symmetry
33280 3841 pp. 105-114 -
A Posteriori Error Estimation for a Singularly Perturbed Problem with Two Small Parameters
32907 2560 pp. 491-506 -
ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35277 2890 pp. 303-320 -
A Computational Scheme for Options Under Jump Diffusion Processes
31855 3740 pp. 110-123 -
Alternating Schemes of Parallel Computation for the Diffusion Problems
28811 2497 pp. 198-209