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Finite Difference Methods
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No new posts Sticky: The Alternating Direction Explicit (ADE) Thread
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26 Cuchulainn 8761 Sat Sep 01, 2012 10:51 pm
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No new posts Is the Jump-Diffusion Model a Good Solution for Credit Risk
0 huawei 46 Mon Jun 10, 2013 8:09 pm
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No new posts Fichera in 'Unconditionally Stable+ 2nd Order......
1 paddy 550 Sun May 12, 2013 2:47 pm
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No new posts working papers, Daniel Duffy
11 Cuchulainn 10503 Mon Apr 22, 2013 5:18 am
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No new posts Domain Transformations and PDEs in computational finance
2 Cuchulainn 2342 Wed Jan 09, 2013 10:11 am
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No new posts Stochastic Equations
0 Cuchulainn 271 Thu Nov 15, 2012 6:40 pm
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No new posts Splitting Methods for PDE
1 admin 358 Wed Nov 14, 2012 8:24 pm
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No new posts curse of dimensionality persists
7 cppljevans 2214 Sat Oct 29, 2011 8:58 pm
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No new posts Robust FDM for Heston and SABR models (Roelof Sheppard)
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15 Cuchulainn 26651 Fri Nov 20, 2009 6:03 pm
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No new posts too slow
1 kubila 2150 Mon Jun 08, 2009 10:13 pm
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No new posts American Options
10 Cuchulainn 6026 Mon Mar 23, 2009 5:53 am
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No new posts Articles on PDEs
0 Cuchulainn 2532 Mon Sep 08, 2008 5:11 pm
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No new posts Barcelona Summer School July 2008
1 Cuchulainn 3177 Mon Jul 07, 2008 10:02 pm
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No new posts Boundary Conditions for Black Scholes PDE
0 Cuchulainn 3454 Wed May 09, 2007 4:38 pm
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