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- The Alternating Direction Explicit (ADE) Thread
by Cuchulainn » Tue Mar 23, 2010 4:22 pm
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Tue Jul 15, 2014 11:56 am
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- working papers, Daniel Duffy
by Cuchulainn » Mon Sep 07, 2009 10:22 am
- 14 Replies
- 18356 Views
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Sun Jul 19, 2015 10:42 am
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- Books
by Cuchulainn » Wed Mar 18, 2015 7:33 pm
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- 429 Views
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Wed Mar 18, 2015 7:33 pm
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- Fichera in 'Unconditionally Stable+ 2nd Order......
by paddy » Thu May 02, 2013 9:21 am
- 2 Replies
- 1833 Views
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Wed May 07, 2014 8:56 pm
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- The Riccati ODE
by Cuchulainn » Wed Dec 25, 2013 5:29 pm
- 1 Replies
- 1010 Views
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Wed Dec 25, 2013 9:10 pm
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- Splitting Methods for PDE
by admin » Fri Nov 09, 2012 11:54 am
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Tue Aug 27, 2013 6:44 am
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- Is the Jump-Diffusion Model a Good Solution for Credit Risk
by huawei » Mon Jun 10, 2013 8:09 pm
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Mon Jun 10, 2013 8:09 pm
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- Domain Transformations and PDEs in computational finance
by Cuchulainn » Sat Aug 15, 2009 1:51 pm
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Wed Jan 09, 2013 10:11 am
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- Stochastic Equations
by Cuchulainn » Thu Nov 15, 2012 6:40 pm
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- 1359 Views
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Thu Nov 15, 2012 6:40 pm
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- curse of dimensionality persists
by cppljevans » Sat Sep 10, 2011 12:03 am
- 7 Replies
- 4544 Views
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Sat Oct 29, 2011 8:58 pm
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- Robust FDM for Heston and SABR models (Roelof Sheppard)
by Cuchulainn » Wed Aug 22, 2007 12:54 pm
- 15 Replies
- 37174 Views
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Fri Nov 20, 2009 6:03 pm
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- too slow
by kubila » Wed Jun 03, 2009 3:13 pm
- 1 Replies
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Mon Jun 08, 2009 10:13 pm
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- American Options
by Cuchulainn » Wed Sep 19, 2007 10:44 am
- 10 Replies
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Mon Mar 23, 2009 5:53 am
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- Articles on PDEs
by Cuchulainn » Mon Sep 08, 2008 5:11 pm
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- 3329 Views
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Mon Sep 08, 2008 5:11 pm
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- Barcelona Summer School July 2008
by Cuchulainn » Mon Jul 07, 2008 6:04 pm
- 1 Replies
- 3958 Views
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Mon Jul 07, 2008 10:02 pm
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- Boundary Conditions for Black Scholes PDE
by Cuchulainn » Wed May 09, 2007 4:38 pm
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- 4531 Views
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Wed May 09, 2007 4:38 pm
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