Fast and efficient numerical methods for an extended Black-Scholes model (Englisch)
- Neue Suche nach: Bhowmik, S. K.
- Neue Suche nach: Bhowmik, S. K.
In:
COMPUTERS AND MATHEMATICS WITH APPLICATIONS
;
67
, 3
;
636-654
;
2014
-
ISSN:
- Aufsatz (Zeitschrift) / Print
-
Titel:Fast and efficient numerical methods for an extended Black-Scholes model
-
Beteiligte:Bhowmik, S. K. ( Autor:in )
-
Erschienen in:COMPUTERS AND MATHEMATICS WITH APPLICATIONS ; 67, 3 ; 636-654
-
Verlag:
- Neue Suche nach: Elsevier Science B.V., Amsterdam.
-
Erscheinungsdatum:01.01.2014
-
Format / Umfang:19 pages
-
ISSN:
-
Medientyp:Aufsatz (Zeitschrift)
-
Format:Print
-
Sprache:Englisch
- Neue Suche nach: 510
- Weitere Informationen zu Dewey Decimal Classification
-
Klassifikation:
DDC: 510 -
Datenquelle:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Inhaltsverzeichnis – Band 67, Ausgabe 3
Zeige alle Jahrgänge und Ausgaben
Die Inhaltsverzeichnisse werden automatisch erzeugt und basieren auf den im Index des TIB-Portals verfügbaren Einzelnachweisen der enthaltenen Beiträge. Die Anzeige der Inhaltsverzeichnisse kann daher unvollständig oder lückenhaft sein.
- 477
-
High-order FEMs for thermo-hyperelasticity at finite strainsYosibash, Zohar / Weiss, Danny / Hartmann, Stefan et al. | 2013
- 497
-
Subgrid stabilized defect-correction method for a steady-state natural convection problemZhang, Yunzhang / Hou, Yanren / Jia, Hongen et al. | 2013
- 515
-
On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with applicationDostál, Zdeněk / Brzobohatý, Tomáš / Horák, David / Kozubek, Tomáš / Vodstrčil, Petr et al. | 2013
- 527
-
A DQEM for transverse vibration analysis of multiple cracked non-uniform Timoshenko beams with general boundary conditionsTorabi, K. / Afshari, H. / Haji Aboutalebi, F. et al. | 2013
- 542
-
Pullback attractor for a non-autonomous modified Swift–Hohenberg equationPark, Sun Hye / Park, Jong Yeoul et al. | 2013
- 549
-
Global solution of the initial boundary value problem to a hyperbolic nonlocal MEMS equationLiang, Chuangchuang / Zhang, Kaijun et al. | 2013
- 555
-
Finding the number of roots of a polynomial in a plane region using the winding numberGarcía Zapata, Juan Luis / Díaz Martín, Juan Carlos et al. | 2013
- 569
-
Global two-dimensional stability of the staggered cavity flow with an HOC approachKalita, Jiten C. / Gogoi, Bidyut B. et al. | 2013
- 591
-
An efficient fifth order method for solving systems of nonlinear equationsSharma, Janak Raj / Gupta, Puneet et al. | 2013
- 602
-
Interior approximate and null controllability of the heat equation with memoryZhou, Xiuxiang / Gao, Hang et al. | 2013
- 614
-
A preconditioned GLHSS iteration method for non-Hermitian singular saddle point problemsFan, Hong-Tao / Zheng, Bing et al. | 2013
- 627
-
Fully nonlinear capillary–gravity wave patterns under the tangential electric fieldTao, B. / Guo, D.L. et al. | 2013
- 636
-
Fast and efficient numerical methods for an extended Black–Scholes modelBhowmik, Samir Kumar et al. | 2013
- 655
-
Uniformly convergent additive finite difference schemes for singularly perturbed parabolic reaction–diffusion systemsClavero, C. / Gracia, J.L. et al. | 2013
- 671
-
An inexact LQP alternating direction method for solving a class of structured variational inequalitiesBnouhachem, Abdellah / Xu, M.H. et al. | 2013
- 681
-
Fully computable a posteriori error estimates for the Stokes equation without the global inf–sup constantKim, Kwang-Yeon et al. | 2013
- 692
-
Global existence and uniform decay rates for the semi-linear wave equation with damping and source termsHa, Tae Gab / Kim, Daewook / Jung, Il Hyo et al. | 2013
- iii
-
Editorial Board| 2014