Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing Lutz AngermannSong Wang OriginalPaper 10 January 2007 Pages: 1 - 40
On the numerical condition of a generalized Hankel eigenvalue problem B. BeckermannG. H. GolubG. Labahn OriginalPaper 22 December 2006 Pages: 41 - 68
The p-version of the boundary element method for weakly singular operators on piecewise plane open surfaces Alexei BespalovNorbert Heuer OriginalPaper 10 January 2007 Pages: 69 - 97
Convergence and computation of simultaneous rational quadrature formulas U. Fidalgo PrietoJ. R. Illán GonzálezG. López Lagomasino OriginalPaper 10 January 2007 Pages: 99 - 128
Error estimate for finite volume scheme Benoît MerletJulien Vovelle OriginalPaper 20 December 2006 Pages: 129 - 155
Convergence of free boundaries in discrete obstacle problems Yongmin Zhang OriginalPaper 20 December 2006 Pages: 157 - 164