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Academic Journal

Pricing Bermudan options under Merton jump-diffusion asset dynamics.

  • Source: International Journal of Computer Mathematics. Dec2015, Vol. 92 Issue 12, p2406-2432. 27p.

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Academic Journal

A subgrid stabilization finite element method for incompressible magnetohydrodynamics.

  • Source: International Journal of Computer Mathematics. Jul2013, Vol. 90 Issue 7, p1506-1523. 18p. 1 Diagram, 2 Charts, 3 Graphs.

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Academic Journal

A characteristic centred finite difference method for a 2D air pollution model.

Subjects: *Air pollution; Mathematical models; Finite differences

  • Source: International Journal of Computer Mathematics. Jul2011, Vol. 88 Issue 10, p2178-2198. 21p. 3 Charts, 8 Graphs.

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Academic Journal

GPU acceleration of the stochastic grid bundling method for early-exercise options.

  • Source: International Journal of Computer Mathematics. Dec2015, Vol. 92 Issue 12, p2433-2454. 22p.

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Academic Journal

Isoperimetrically optimal polygons in the triangular grid with Jordan-type neighbourhood on the boundary.

  • Source: International Journal of Computer Mathematics. Aug2013, Vol. 90 Issue 8, p1629-1652. 24p. 12 Diagrams, 2 Graphs.

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Academic Journal

Scheduling DAG-based applications in multicluster environments with background workload using task duplication.

  • Source: International Journal of Computer Mathematics. Sep2010, Vol. 87 Issue 11, p2387-2397. 11p. 1 Diagram, 4 Charts, 4 Graphs.

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Academic Journal

Bounds for the 2-domination number of toroidal grid graphs.

  • Source: International Journal of Computer Mathematics. Apr2009, Vol. 86 Issue 4, p584-588. 5p. 1 Diagram.

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