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Academic Journal

Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation.

  • Source: International Journal of Computer Mathematics. Dec2015, Vol. 92 Issue 12, p2475-2497. 23p.

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Academic Journal

Pricing American options under multi-state regime switching with an efficient L - stable method.

  • Source: International Journal of Computer Mathematics. Dec2015, Vol. 92 Issue 12, p2530-2550. 21p.

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  • 1-10 ل  27 نتائج ل ""65M12""