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• A Computational Study of Preconditioning Techniques for the Stochastic Diffusion Equation with Lognormal Coefficient

  Eugenio Aulisa, Giacomo Capodaglio, Guoyi Ke

  2022-09-27

  41582 2946 Pages:220-236

• Jump-Diffusion Model for the Global Spread of an Amphibian Disease

  Edward J. Allen

  2004-01-01

  30713 2513 Pages:173-188

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

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35148 2830 Pages:303-320

• An Improved WPE Method for Solving Discontinuous Fokker-Planck Equations

  Hongyun Wang

  2008-05-01

  32023 3910 Pages:1-23

• Convergence and Stability of Implicit Methods for Jump-Diffusion Systems

  D. J. Higham & P. E. Kloeden

  2006-03-01

  29611 2621 Pages:125-140