Search Results

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29408 2521 Pages:353-369

• Comparison of Solvers for 2D Schrödinger Problems

  F. J. Gaspar, C. Rodrigo, R. Ciegis, A. Mirinavicius

  2021-10-20

  34065 3933 Pages:131-147

• Unconditionally Stable Time Splitting Methods for the Electrostatic Analysis of Solvated Biomolecules

  L. Wilson & S. Zhao

  2016-11-08

  32381 2766 Pages:852-878

• Convergence Analyses of Crank-Nicolson Orthogonal Spline Collocation Methods for Linear Parabolic Problems in Two Space Variables

  M. Khebchareon, A. K. Pani & G. Fairweather

  2018-08-15

  33152 4010 Pages:58-72

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  X.-Z. Yang, F. Zhang & L.-F. Wu

  2016-07-03

  32277 2622 Pages:569-586

• Convergence Analysis of ADI Orthogonal Spline Collocation Without Perturbation Terms

  Bernard Bialecki, Ryan I. Fernandes

  2021-08-09

  43249 2614 Pages:620-641