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A compact ADI scheme for the two dimensional time fractional diffusion-wave equation in polar coordinates Journal article
Numerical Methods for Partial Differential Equations, 2015,Volume: 31,Issue: 5,Page: 1692-1712
Authors:  Vong S.;  Wang Z.
Favorite  |  View/Download:6/0  |  Submit date:2018/12/24
Alternating Direction Implicit Method  Compact Difference Scheme  Energy Method  Polar Coordinates  
Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model Journal article
Numerical Methods for Partial Differential Equations, 2012,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Lee S.T.;  Sun H.-W.
Favorite  |  View/Download:7/0  |  Submit date:2019/02/13
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differential Equation  Toeplitz Matrix  
Fourth-Order Compact Scheme with Local MeshRefinement for Option Pricing in Jump-DiffusionModel Journal article
Numerical Methods for Partial Differential Equations, 2011,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Spike T. Lee;  Hai‐Wei Sun
Favorite  |  View/Download:0/0  |  Submit date:2019/07/30
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differentialequation  Toeplitz Matrix