机译:用于黑学学生方程的最佳非均匀有限差电网
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Department of Financial Engineering Korea University Seoul 02841 Republic of Korea;
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Department of Mathematics Korea University Seoul 02841 Republic of Korea;
Black-Scholes equations; Optimal non-uniform grid; Finite difference method; Equity-linked securities;
机译:Black-Scholes方程在非均匀网格上的中心有限差分格式的稳定性
机译:最优和接近最优的对流扩散有限差分方案III。布莱克-舒尔斯方程
机译:最优和接近最优的对流扩散有限差分方案。二。不稳定和不均匀的网格
机译:三点紧凑有限差分差分方案对时间分数黑学 - 斯科斯方程式的非均匀网格
机译:复杂介质中麦克斯韦方程组的双网格有限差分时域方法
机译:Banach空间中具有有限时滞和最优控制的某些泛函积分微分方程的可解性。
机译:三维非均匀网格的离散化:使用有限差分法的条件矩闭合椭圆方程
机译:用最优隐式公式求解瞬态热传导方程有限差分法精度有限元法的研究。