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NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION
British Library Online Contents | 2016| -
HIGH-ACCURACY FINITE DIFFERENCE METHODS FOR THE DIFFUSION EQUATION WITH DERIVATIVE BOUNDARY CONDITIONS, II: EFFICIENT IMPLEMENTATION
British Library Online Contents | 2007| -
A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems
Oxford University Press | 1979| -
LINEARLY IMPLICIT ONE-STEP `ALMOST' P-STABLE THIRD ORDER METHODS FOR SECOND ORDER INITIAL VALUE PROBLEMS
British Library Online Contents | 2005| -
HIGH-ACCURACY FINITE DIFFERENCE METHODS FOR THE DIFFUSION EQUATION WITH DERIVATIVE BOUNDARY CONDITIONS
British Library Online Contents | 2005| -
A CLASS OF LINEARLY IMPLICIT NEWMARK-TYPE METHODS FOR SECOND ORDER INITIAL VALUE PROBLEMS
British Library Online Contents | 2004| -
FINITE DIFFERENCE METHODS FOR THE BLACK-SHOLES EQUATION AND VALUATION OF OPTIONS
British Library Online Contents | 2004| -
High-accuracy Tridiagonal Finite Difference Approximations for Non-linear Two-point Boundary Value Problems
Oxford University Press | 1978| -
LINEARLY IMPLICIT EXTENDED TRAPEZOIDAL FORMULAS FOR NONLINEAR DIFFERENTIAL EQUATIONS
British Library Online Contents | 2004| -
A New Linearly Implicit Trapezoidal Formula for Nonlinear Parabolic Equations
British Library Online Contents | 2003| -
Tridiagonal Solver-Based L-Stable One-Step Schemes for Nonlinear Parabolic Equations
British Library Online Contents | 2003| -
A NEW CLASS OF LINEARLY IMPLICIT GENERALIZED TRAPEZOIDAL FORMULAS FOR NONLINEAR DIFFERENTIAL EQUATIONS
British Library Online Contents | 2003| -
A parallel gaussian elimination method for general linear systems
National licenceTaylor & Francis Verlag | 1992|
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