Results 61 to 68 of about 72 (68)

The Existence of Optimal Bang-Bang Controls for GMxB Contracts

SIAM Journal on Financial Mathematics, 2015
Peter Forsyth
exaly  

High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost

International Journal of Computer Mathematics, 2009
Wenyuan Liao
exaly  

Fingering from Ionization Fronts in Plasmas

SIAM Journal on Applied Mathematics, 2008
Manuel Arrayás, José L Trueba, Marco Fontelos   +2 more
exaly  

Determining Sets for the Discrete Laplacian

SIAM Review, 2007
Jacob Rubinstein
exaly  

The maximum of the four-dimensional membrane model

Annals of Probability, 2020
exaly  

Some Improvements for the Fast Sweeping Method

SIAM Journal of Scientific Computing, 2010
exaly  

A high-order compact scheme for the one-dimensional Helmholtz equation with a discontinuous coefficient

International Journal of Computer Mathematics, 2012
exaly  

Multigrid method with a new interpolation operator

International Journal of Computer Mathematics, 2011
exaly