Fast and efficient numerical methods for an extended Black-Scholes model (English)
- New search for: Bhowmik, S. K.
- New search for: Bhowmik, S. K.
In:
COMPUTERS AND MATHEMATICS WITH APPLICATIONS
;
67
, 3
;
636-654
;
2014
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ISSN:
- Article (Journal) / Print
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Title:Fast and efficient numerical methods for an extended Black-Scholes model
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Contributors:Bhowmik, S. K. ( author )
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Published in:COMPUTERS AND MATHEMATICS WITH APPLICATIONS ; 67, 3 ; 636-654
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2014-01-01
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Size:19 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 510
- Further information on Dewey Decimal Classification
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Classification:
DDC: 510 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 67, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 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
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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
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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
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Editorial Board| 2014