Finite Difference Methods
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- The Alternating Direction Explicit (ADE) Thread
1, 2
by Cuchulainn » Tue Mar 23, 2010 5:22 pm
- 28 Replies
- 66097 Views
- Last post by Cuchulainn
Tue Jul 15, 2014 12:56 pm
- The Alternating Direction Explicit (ADE) Thread
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- The Riccati ODE
by Cuchulainn » Wed Dec 25, 2013 6:29 pm
- 2 Replies
- 5907 Views
- Last post by Bryce
Sat Apr 29, 2017 8:00 am
- The Riccati ODE
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- working papers, Daniel Duffy
by Cuchulainn » Mon Sep 07, 2009 11:22 am
- 14 Replies
- 71473 Views
- Last post by Cuchulainn
Sun Jul 19, 2015 11:42 am
- working papers, Daniel Duffy
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- Books
by Cuchulainn » Wed Mar 18, 2015 8:33 pm - 0 Replies
- 4546 Views
- Last post by Cuchulainn
Wed Mar 18, 2015 8:33 pm
- Books
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- Fichera in 'Unconditionally Stable+ 2nd Order......
by paddy » Thu May 02, 2013 10:21 am - 2 Replies
- 6359 Views
- Last post by Cuchulainn
Wed May 07, 2014 9:56 pm
- Fichera in 'Unconditionally Stable+ 2nd Order......
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- Splitting Methods for PDE
by admin » Fri Nov 09, 2012 12:54 pm - 2 Replies
- 5966 Views
- Last post by Cuchulainn
Tue Aug 27, 2013 7:44 am
- Splitting Methods for PDE
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- Is the Jump-Diffusion Model a Good Solution for Credit Risk
by huawei » Mon Jun 10, 2013 9:09 pm - 0 Replies
- 5383 Views
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Mon Jun 10, 2013 9:09 pm
- Is the Jump-Diffusion Model a Good Solution for Credit Risk
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- Domain Transformations and PDEs in computational finance
by Cuchulainn » Sat Aug 15, 2009 2:51 pm - 2 Replies
- 7852 Views
- Last post by Cuchulainn
Wed Jan 09, 2013 11:11 am
- Domain Transformations and PDEs in computational finance
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- Stochastic Equations
by Cuchulainn » Thu Nov 15, 2012 7:40 pm
- 0 Replies
- 5673 Views
- Last post by Cuchulainn
Thu Nov 15, 2012 7:40 pm
- Stochastic Equations
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- curse of dimensionality persists
by cppljevans » Sat Sep 10, 2011 1:03 am
- 7 Replies
- 13680 Views
- Last post by cppljevans
Sat Oct 29, 2011 9:58 pm
- curse of dimensionality persists
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- Robust FDM for Heston and SABR models (Roelof Sheppard)
1, 2 by Cuchulainn » Wed Aug 22, 2007 1:54 pm
- 15 Replies
- 78464 Views
- Last post by Cuchulainn
Fri Nov 20, 2009 7:03 pm
- Robust FDM for Heston and SABR models (Roelof Sheppard)
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- American Options
by Cuchulainn » Wed Sep 19, 2007 11:44 am - 10 Replies
- 18708 Views
- Last post by Cuchulainn
Mon Mar 23, 2009 6:53 am
- American Options
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- Articles on PDEs
by Cuchulainn » Mon Sep 08, 2008 6:11 pm - 0 Replies
- 6696 Views
- Last post by Cuchulainn
Mon Sep 08, 2008 6:11 pm
- Articles on PDEs
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- Barcelona Summer School July 2008
by Cuchulainn » Mon Jul 07, 2008 7:04 pm
- 1 Replies
- 7488 Views
- Last post by Cuchulainn
Mon Jul 07, 2008 11:02 pm
- Barcelona Summer School July 2008
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- Boundary Conditions for Black Scholes PDE
by Cuchulainn » Wed May 09, 2007 5:38 pm
- 0 Replies
- 8120 Views
- Last post by Cuchulainn
Wed May 09, 2007 5:38 pm
- Boundary Conditions for Black Scholes PDE
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