A new iterative method is presented for solving finite difference equations which approximate the steady Stokes equations. The method is an extension of successive-over-relaxation and has two ...
In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...
This is a preview. Log in through your library . Abstract In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines ...
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