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  • Search: subject:"Finite volume methods"
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Year of publication
Subject
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Finite volume methods 3 Approximation method 2 Degenerated PDEs 2 Iteratives Verfahren 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 Hyperbolic conservation laws 1 L Multi-Point Flux Approximation 1 Multi-asset options 1 Multi-point flux approximation 1 Option pricing 1 Options pricing 1 semidiscrete schemes 1 steady states 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Koffi, Rock Stephane 2 Tambue, Antoine 2 Brandner, Marek 1 Egermaier, Jiří 1 Kopincová, Hana 1
Published in...
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Computational economics 2 Mathematics and Computers in Simulation (MATCOM) 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 60 (2022) 2, pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
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A fitted multi-point flux approximation method for pricing two options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 55 (2020) 2, pp. 597-628
Persistent link: https://www.econbiz.de/10012223652
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High order well-balanced scheme for river flow modeling
Brandner, Marek; Egermaier, Jiří; Kopincová, Hana - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 10, pp. 1773-1787
We propose a new numerical scheme based on the finite volumes to simulate the river flow in the presence of a variable bottom surface. Our approach is based on the Riemann solver designed for the augmented quasilinear homogeneous formulation. The scheme has general semidiscrete wave-propagation...
Persistent link: https://www.econbiz.de/10011050341
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