Search Results

• Approximate Formulae for Pricing Zero-Coupon Bonds and Their Asymptotic Analysis

  B. Stehlikova & D. Sevcovic

  2009-06-01

  30832 2663 Pages:274-283

• A Diffuse Domain Approximation with Transmission-Type Boundary Conditions I: Asymptotic Analysis and Numerics

  Toai Luong, Tadele Mengesha, Steven M. Wise, Ming Hei Wong

  2025-05-26

  8032 528 Pages:694-727

• Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options

  Chinonso Nwankwo, Weizhong Dai

  2024-10-09

  14107 1160 Pages:793-821

• Mean Square Stability of Numerical Method for Stochastic Volterra Integral Equations with Double Weakly Singular Kernels

  Omid Farkhondeh Rouz, Sedaghat Shahmorad, Fevzi Erdogan

  2025-08-04

  6472 621 Pages:755-776

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29572 2598 Pages:353-369

• Petrov-Galerkin Method with Local Green's Functions in Singularly Perturbed Convection-Diffusion Problems

  Owe Axelsson, Evgeny Glushkov, Natalia Clushkova

  2005-02-01

  31142 2656 Pages:127-146

• Finite Volume Approximation of Two-Dimensional Stiff Problems

  C.-Y. Jung, R. Temam

  2010-07-01

  32989 2480 Pages:462-476

• Numerical Treatment of Two-Phase Flow in Capillary Heterogeneous Porous Media by Finite-Volume Approximations

  H. A. Friis, S. Evje

  2012-08-06

  35005 2787 Pages:505-528

• An Analysis of the Shock Strength Needed to Achieve Defibrillation in a Simplified Mathematical Model of Cardiac Tissue

  Aslak Tveito, Glenn Lines, Marie E. Rognes, Mary M. Maleckar

  2012-08-06

  34818 2621 Pages:644-657

• An Effective Minimization Protocol for Solving a Size-Modified Poisson-Boltzmann Equation for Biomolecule in Ionic Solvent

  Jiao Li, Dexuan Xie

  2015-12-01

  35087 2795 Pages:286-301

• Analysis of a Type II Thermal Problem Involving a Viscoelastic Beam

  Jacobo Baldonedo, José R. Fernández, Ramόn Quintanilla

  2025-10-21

  5685 383 Pages:122-138

• A Systematic Method to Construct Mimetic Finite-Difference Schemes for Incompressible Flows

  Chiara Sorgentone, Bernardo Favini

  2017-06-01

  32211 2726 Pages:419-436