JOHN C. STRIKWERDAt Abstract. A new iterative method is presented for solving finite difference equations which approximate the steady Stokes equations. The method is an extension of ...
In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...
This is a preview. Log in through your library . Abstract In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines ...
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