A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets Wuming ZhuDavid A. Kopriva OriginalPaper 24 January 2009 Pages: 323 - 339
Comparison of Two-Level Preconditioners Derived from Deflation, Domain Decomposition and Multigrid Methods J. M. TangR. NabbenY. A. Erlangga OriginalPaper Open access 27 January 2009 Pages: 340 - 370
A Spectral Stochastic Semi-Lagrangian Method for Convection-Diffusion Equations with Uncertainty Mofdi El-AmraniMohammed Seaïd OriginalPaper 19 February 2009 Pages: 371 - 393
High-Order Embedded Finite Difference Schemes for Initial Boundary Value Problems on Time Dependent Irregular Domains Adi DitkowskiYuval Harness OriginalPaper 14 March 2009 Pages: 394 - 440
Computation of Dendritic Growth with Level Set Model Using a Multi-Mesh Adaptive Finite Element Method Yana DiRuo Li OriginalPaper 24 February 2009 Pages: 441 - 453
Shock Capturing Artificial Dissipation for High-Order Finite Difference Schemes Magnus SvärdSiddhartha Mishra OriginalPaper 27 March 2009 Pages: 454 - 484