• Articles • Next Articles
SUN Peng, ZHANG Lei and ZHAO Wei-dong
CLC Number:
| [1] | GUO Zun-guang1, KONG Tao2*, LI Peng-fei2, ZHANG Wei2. Numerical methods for pricing American options upon the optimal exercise boundary [J]. J4, 2012, 47(3): 110-119. |
| [2] | . A high accuracy finite volume element method based on cubic spline interpolation for twopoint boundary value problems [J]. J4, 2009, 44(2): 45-51. |
| [3] | DAI Zhen-xiang . The two-grid algorithm of the finite volume element method for second-order indefinite elliptic problems [J]. J4, 2008, 43(2): 52-57 . |
| [4] | YIN Zhe, . The modified symmetric finite volume element method of characteristics for compressible miscible displacement in porous media [J]. J4, 2007, 42(8): 17-23 . |
| [5] | SUN Peng and ZHAO Wei-dong . Alternatingdirection implicit upwind finite volume method for pricing Asian options [J]. J4, 2007, 42(6): 16-21 . |
|
||
