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  • Search: subject:"Central difference scheme"
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Central difference scheme 2 Black–Scholes equation 1 Heterogeneous reservoirs 1 Mixed finite elements 1 Operator splitting 1 Option valuation 1 Piecewise uniform mesh 1 Power penalty method 1 Three-phase flow 1
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Article 2
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Abreu, E. 1 Cen, Zhongdi 1 Douglas, J. 1 Furtado, F. 1 Le, Anbo 1 Marchesin, D. 1 Pereira, F. 1 Xu, Aimin 1
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Computational Economics 1 Mathematics and Computers in Simulation (MATCOM) 1
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RePEc 2
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A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
Cen, Zhongdi; Le, Anbo; Xu, Aimin - In: Computational Economics 40 (2012) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10010866812
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Three-phase immiscible displacement in heterogeneous petroleum reservoirs
Abreu, E.; Douglas, J.; Furtado, F.; Marchesin, D.; … - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 2-20
procedure combines a second-order, conservative central difference scheme for a pertinent system of conservation laws modeling …
Persistent link: https://www.econbiz.de/10011050412
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