3

A Robust Spline Collocation Method for Pricing American Put Options

Year:
2019
Language:
english
File:
PDF, 2.86 MB
english, 2019
9

Finite difference scheme with a moving mesh for pricing Asian options

Year:
2013
Language:
english
File:
PDF, 254 KB
english, 2013
10

A hybrid finite difference scheme for pricing Asian options

Year:
2015
Language:
english
File:
PDF, 460 KB
english, 2015
11

On the hybrid finite difference scheme for a singularly perturbed Riccati equation

Year:
2016
Language:
english
File:
PDF, 363 KB
english, 2016
12

An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options

Year:
2013
Language:
english
File:
PDF, 708 KB
english, 2013
14

Instruments and Equipment

Year:
1971
Language:
english
File:
PDF, 908 KB
english, 1971
17

A robust numerical method for a fractional differential equation

Year:
2017
Language:
english
File:
PDF, 326 KB
english, 2017
18

A second-order scheme for a time-fractional diffusion equation

Year:
2018
Language:
english
File:
PDF, 395 KB
english, 2018