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ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35148 2830 Pages:303-320 -
A Phase Field Based PDE Constrained Optimization Approach to Time Discrete Willmore Flow
35129 4102 Pages:116-138 -
Modified Tikhonov Regularization for Identifying Several Sources
43253 2568 Pages:740-757 -
An Augmented IIM & Preconditioning Technique for Jump Embedded Boundary Conditions
32396 2589 Pages:712-729 -
Spread Option Pricing Using ADI Methods
29469 2559 Pages:353-369 -
A Piecewise Constant Level Set Framework
29301 2590 Pages:422-438 -
A Buffered Fourier Spectral Method for Non-periodic PDE
32075 2406 Pages:460-478 -
Efficient Homotopy Solution and a Convex Combination of ROF and LLT Models for Image Restoration
32678 2545 Pages:907-927 -
Image Zooming Algorithm Based on Partial Differential Equations Technique
30960 2604 Pages:284-292 -
Regularization and Rothe Discretization of Semi-Explicit Operator DAEs
32187 2667 Pages:452-478 -
Numerical Investigation on Weak Galerkin Finite Elements
33018 2655 Pages:517-531 -
Multi-Scale Non-Standard Fourth-Order PDE in Image Denoising and Its Fixed Point Algorithm
33929 3333 Pages:38-61 -
Multi-Algorithmic Methods for Coupled Hyperbolic-Parabolic Problems
30069 3647 Pages:94-114 -
Jumps Without Tears: A New Splitting Technology for Barrier Options
31393 2649 Pages:667-704 -
Least-Squares Finite Element Methods for First-Order Elliptic Systems
31733 3983 Pages:49-64
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