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• A Computational Scheme for Options Under Jump Diffusion Processes

  K. Zhang & S. Wang

  2009-06-01

  31854 3739 Pages:110-123

• An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion

  Galena Pelovska

  2008-05-01

  31165 3370 Pages:466-490

• An Exponential Time Differencing Time-Stepping Scheme for the Tracer Equations in MPAS-Ocean

  Sara Calandrini, Philip W. Jones, Mark R. Petersen

  2022-09-27

  43808 3046 Pages:175-193

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35277 2889 Pages:303-320

• Numerical Methods for Unsaturated Flow with Dynamic Capillary Pressure in Heterogeneous Porous Media

  M. Peszynska, S.-Y. Yi

  2018-07-09

  30986 2648 Pages:126-149

• A Time-Accurate, Adaptive Discretization for Fluid Flow Problems

  Victor Decaria, William Layton, Haiyun Zhao

  2020-02-03

  36057 3920 Pages:254-280 Open-access