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ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation
35277 2889 Pages:303-320 -
Explicit-Implicit Splitting Schemes for Some Systems of Evolutionary Equations
33996 2669 Pages:346-357 -
Splitting Schemes for Backward Stochastic Differential Equations
7216 532 Pages:585-602 -
Exponent Splitting Schemes for Evolution Equations with Fractional Powers of Operators
29632 2593 Pages:371-390 -
Splitting Schemes for Some Second-Order Evolutionary Equations
30483 3016 Pages:19-32 -
A Numerical Approach to Study the Thermal Influence on Gas Hydrates by Physical Process Splitting
34865 2764 Pages:404-433 -
Expanded Mixed Finite Element Domain Decomposition Methods on Triangular Grids
34393 2724 Pages:255-270 -
Piecewise Constant Level Set Method for Multiphase Motion
28848 2471 Pages:291-305
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