Aswin, V. S.; Riyasudheen, T. K.; Awasthi, Ashish Differential quadrature parallel algorithms for solving systems of convection-diffusion and reaction models. (English) Zbl 07676520 Numer. Algorithms 93, No. 1, 321-346 (2023). MSC: 65-XX PDFBibTeX XMLCite \textit{V. S. Aswin} et al., Numer. Algorithms 93, No. 1, 321--346 (2023; Zbl 07676520) Full Text: DOI
Zhang, Min; Zhang, Guo-Feng Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing. (English) Zbl 1507.91239 Numer. Algorithms 91, No. 4, 1559-1575 (2022). MSC: 91G60 65M06 65N06 65F10 65F08 65F50 65F55 65N20 65N22 65Y05 15B05 26A33 35R11 91G20 35Q91 PDFBibTeX XMLCite \textit{M. Zhang} and \textit{G.-F. Zhang}, Numer. Algorithms 91, No. 4, 1559--1575 (2022; Zbl 1507.91239) Full Text: DOI
Valkov, Radoslav Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval. (English) Zbl 1309.65104 Numer. Algorithms 68, No. 1, 61-80 (2015). Reviewer: Marius Ghergu (Dublin) MSC: 65M08 65M60 65M12 65M15 91G60 35K65 PDFBibTeX XMLCite \textit{R. Valkov}, Numer. Algorithms 68, No. 1, 61--80 (2015; Zbl 1309.65104) Full Text: DOI
Valkov, Radoslav Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval. (English) Zbl 1287.65071 Numer. Algorithms 65, No. 1, 195-220 (2014). Reviewer: Gisbert Stoyan (Budapest) MSC: 65M08 35K65 91G60 65M12 PDFBibTeX XMLCite \textit{R. Valkov}, Numer. Algorithms 65, No. 1, 195--220 (2014; Zbl 1287.65071) Full Text: DOI arXiv
Cen, Zhongdi; Le, Anbo A robust finite difference scheme for pricing American put options with singularity-separating method. (English) Zbl 1192.91190 Numer. Algorithms 53, No. 4, 497-510 (2010). Reviewer: Pedro A. Morettin (São Paulo) MSC: 91G60 91G20 65M12 PDFBibTeX XMLCite \textit{Z. Cen} and \textit{A. Le}, Numer. Algorithms 53, No. 4, 497--510 (2010; Zbl 1192.91190) Full Text: DOI