1. A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets

   • Wuming Zhu
   • David A. Kopriva

   OriginalPaper 24 January 2009 Pages: 323 - 339

2. Comparison of Two-Level Preconditioners Derived from Deflation, Domain Decomposition and Multigrid Methods

   • J. M. Tang
   • R. Nabben
   • Y. A. Erlangga

   OriginalPaper Open access 27 January 2009 Pages: 340 - 370

3. A Spectral Stochastic Semi-Lagrangian Method for Convection-Diffusion Equations with Uncertainty

   • Mofdi El-Amrani
   • Mohammed Seaïd

   OriginalPaper 19 February 2009 Pages: 371 - 393

4. High-Order Embedded Finite Difference Schemes for Initial Boundary Value Problems on Time Dependent Irregular Domains

   • Adi Ditkowski
   • Yuval Harness

   OriginalPaper 14 March 2009 Pages: 394 - 440

5. Computation of Dendritic Growth with Level Set Model Using a Multi-Mesh Adaptive Finite Element Method

   • Yana Di
   • Ruo Li

   OriginalPaper 24 February 2009 Pages: 441 - 453

6. Shock Capturing Artificial Dissipation for High-Order Finite Difference Schemes

   • Magnus Svärd
   • Siddhartha Mishra

   OriginalPaper 27 March 2009 Pages: 454 - 484