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• An ADI Sparse Grid Method for Pricing Efficiently American Options under the Heston Model

  A. Clevenhaus, M. Ehrhardt, M. Günther

  2021-11-17

  49496 4089 Pages:1384-1397

• A Fast Cascadic Multigrid Method for Direct Finite Difference Discretizations of 3D Biharmonic Equations on Rectangular Domains

  Kejia Pan, Pengde Wang, Jinxuan Wang, Xiaoxin Wu

  2026-02-01

  5038 369 Pages:170-188

• A Bilinear Petrov-Galerkin Finite Element Method for Solving Elliptic Equation with Discontinuous Coefficients

  Liqun Wang, Songming Hou, Liwei Shi, Ping Zhang

  2019-01-04

  47907 4773 Pages:216-240

• A Stochastic Collocation Method for Delay Differential Equations with Random Input

  Tao Zhou

  2014-06-01

  53774 4664 Pages:403-418 Open-access