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ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35277 2889 Pages:303-320 -
A Phase Field Based PDE Constrained Optimization Approach to Time Discrete Willmore Flow
35226 4167 Pages:116-138 -
Modified Tikhonov Regularization for Identifying Several Sources
43370 2600 Pages:740-757 -
An Augmented IIM & Preconditioning Technique for Jump Embedded Boundary Conditions
32506 2618 Pages:712-729 -
Spread Option Pricing Using ADI Methods
29572 2598 Pages:353-369 -
A Piecewise Constant Level Set Framework
29393 2616 Pages:422-438 -
A Buffered Fourier Spectral Method for Non-periodic PDE
32198 2440 Pages:460-478 -
Efficient Homotopy Solution and a Convex Combination of ROF and LLT Models for Image Restoration
32778 2573 Pages:907-927 -
Image Zooming Algorithm Based on Partial Differential Equations Technique
31051 2635 Pages:284-292 -
Regularization and Rothe Discretization of Semi-Explicit Operator DAEs
32298 2718 Pages:452-478 -
Numerical Investigation on Weak Galerkin Finite Elements
33119 2694 Pages:517-531 -
Multi-Scale Non-Standard Fourth-Order PDE in Image Denoising and Its Fixed Point Algorithm
34025 3380 Pages:38-61 -
Multi-Algorithmic Methods for Coupled Hyperbolic-Parabolic Problems
30161 3711 Pages:94-114 -
Jumps Without Tears: A New Splitting Technology for Barrier Options
31494 2674 Pages:667-704 -
Least-Squares Finite Element Methods for First-Order Elliptic Systems
31823 4070 Pages:49-64
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