Issue 3/2009
Content (6 Articles)
A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets
Wuming Zhu, David A. Kopriva
Open Access
Comparison of Two-Level Preconditioners Derived from Deflation, Domain Decomposition and Multigrid Methods
J. M. Tang, R. Nabben, C. Vuik, Y. A. Erlangga
A Spectral Stochastic Semi-Lagrangian Method for Convection-Diffusion Equations with Uncertainty
Mofdi El-Amrani, Mohammed Seaïd
Shock Capturing Artificial Dissipation for High-Order Finite Difference Schemes
Magnus Svärd, Siddhartha Mishra