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International Journal of Computer Mathematics, Volume 92
Volume 92, Number 1, 2015
- Davood Bakhshesh, Mansoor Davoodi
:
Approximating of conic sections by DP curves with endpoint interpolation. 1-14 - Shiying Wang, Jing Li, Yuxing Yang
:
Unchanging the diameter of k-ary n-cube networks with faulty vertices. 15-28 - Hyeong-Seok Lim, Jung-Heum Park
, Hee-Chul Kim:
The bicube: an interconnection of two hypercubes. 29-40 - Qianqi Le, Guowu Yang, William N. N. Hung, Xiaoyu Song, Xinpeng Zhang:
Pareto optimal mapping for tile-based network-on-chip under reliability constraints. 41-58 - Luisa D'Amore
, Giuliano Laccetti
, Diego Romano
, Giuseppe Scotti, Almerico Murli:
Towards a parallel component in a GPU-CUDA environment: a case study with the L-BFGS Harwell routine. 59-76
- Minglai Chen, Junmin Li
, Weiyuan Zhang:
Non-fragile guaranteed cost fuzzy control for nonlinear first-order hyperbolic partial differential equation systems. 77-100 - Maria Luísa Morgado
, L. Filipe Morgado
, Nuno Silva
, Raul Morais
:
Mathematical modelling of cylindrical electromagnetic vibration energy harvesters. 101-109 - Behzad Baghapour
, Vahid Esfahanian
, Mohammad Torabzadeh, Hossein Mahmoodi Darian
:
A discontinuous Galerkin method with block cyclic reduction solver for simulating compressible flows on GPUs. 110-131 - Zhanhua Yu:
Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations. 132-150 - Hamid Esmaeili, Morteza Kimiaei
:
An efficient adaptive trust-region method for systems of nonlinear equations. 151-166 - Jianxiong Cao
, Changpin Li, Yangquan Chen
:
Compact difference method for solving the fractional reaction-subdiffusion equation with Neumann boundary value condition. 167-180 - Yu-Qian Yang, Cheng-Yi Zhang:
Kernel-based fourth-order diffusion for image noise removal. 181-191 - Francesco A. Costabile, Anna Napoli
:
A method for high-order multipoint boundary value problems with Birkhoff-type conditions. 192-200 - Mohand Ouamer Bibi, Mohand Bentobache
:
A hybrid direction algorithm for solving linear programs. 201-216
Volume 92, Number 2, 2015
- Jing Zhang, Xiaofan Yang, Cui Yu, Li He:
Dynamic wavelength assignment for realizing hypercube-based Bitonic sorting on wavelength division multiplexing linear arrays. 218-229 - Limei Lin, Li Xu, Shuming Zhou:
Conditional diagnosability and strong diagnosability of shuffle-cubes under the comparison model. 230-249 - Fouzi Semchedine, Louiza Bouallouche-Medjkoune
, Djamil Aïssani
:
Improving the performance for task assignment in distributed server systems by partitioning the large tasks. 250-265 - Deep Singh, Maheshanand Bhaintwal
, Brajesh Kumar Singh
:
Constructions of q-ary functions with good global avalanche characteristics. 266-276 - Manju Sardana, R. K. Agrawal
, Baljeet Kaur:
An incremental feature selection approach based on scatter matrices for classification of cancer microarray data. 277-295
- Michael D. Marcozzi:
Optimal control of ultradiffusion processes with application to mathematical finance. 296-318 - Nikolaos Ploskas, Nikolaos Samaras:
A computational comparison of scaling techniques for linear optimization problems on a graphical processing unit. 319-336 - Zhifeng Weng, Jerry Zhijian Yang
, Xiliang Lu
:
Two-level quadratic equal-order stabilized method for the Stokes eigenvalue problem. 337-348 - Ronald D. Haynes
, Alexander J. M. Howse:
Alternating Schwarz methods for partial differential equation-based mesh generation. 349-376 - Bo Song
, Yao-Lin Jiang:
A new parareal waveform relaxation algorithm for time-periodic problems. 377-393 - Yuping Zeng, Jinru Chen, Zhilin Li
:
A parallel Robin-Robin domain decomposition method for H(div)-elliptic problems. 394-410 - Yin Wang, Su Yu, Ruxin Dai, Jun Zhang:
A 15-point high-order compact scheme with multigrid computation for solving 3D convection diffusion equations. 411-423 - Said Mesloub, M. R. Abo Elrish:
On an evolution-mixed thermoelastic system problem. 424-439
Volume 92, Number 3, 2015
- Yan Sun, Wensong Lin:
On circular-L(2, 1)-labellings of products of graphs. 441-450 - Yu Lou, Huiting Han, Chunming Tang, Zhangqing Wu, Maozhi Xu:
Constructing vectorial Boolean functions with high algebraic immunity based on group decomposition. 451-462 - David Galindo
:
Compact hierarchical identity-based encryption based on a harder decisional problem. 463-472 - Kai Feng, Shiying Wang:
Strong matching preclusion for two-dimensional torus networks. 473-485 - Lukasz Czech:
On dynamics of automata with a stack. 486-497 - Xixiang Lv, Yi Mu, Hui Li:
Key management for Smart Grid based on asymmetric key-wrapping. 498-512
- Shou-Hui Zhang, Dong Liang:
Locally one-dimensional-alternating segment explicit-implicit and locally one-dimensional-alternating segment Crank-Nicolson methods for two-dimension parabolic equations. 513-531 - Le-ping Sun, Yimin Wei
, Jie-yong Zhou:
On an iterative method for solving the least squares problem of rank-deficient systems. 532-541 - Zizhen Zhang, Huizhong Yang:
Stability and bifurcation in a stage-structured predator-prey system with Holling-II functional response and multiple delays. 542-561 - Pratibhamoy Das
, Srinivasan Natesan
:
Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations. 562-578 - Tongke Wang, Na Li, Guang-hua Gao:
The asymptotic expansion and extrapolation of trapezoidal rule for integrals with fractional order singularities. 579-590 - Zana Coulibaly, Matthias K. Gobbert
, Bradford E. Peercy:
Insight into spontaneous recurrent calcium waves in a 3-D cardiac cell based on analysis of a 1-D deterministic model. 591-607 - X. Y. Liu, Choi-Hong Lai, Koulis A. Pericleous
:
A fourth-order partial differential equation denoising model with an adaptive relaxation method. 608-622 - Yan Wang
:
Stochastic dynamics simulation with generalized interval probability. 623-642 - Wenting Zha, Junyong Zhai, Wei-qing Ai, Shumin Fei:
Finite-time state-feedback control for a class of stochastic high-order nonlinear systems. 643-660
Volume 92, Number 4, 2015
- Saeed Nasri, Alireza Behrad
, Farbod Razzazi
:
A novel approach for dynamic hand gesture recognition using contour-based similarity images. 662-685 - Juan Alberto Rodríguez-Velázquez
, Carlos García Gómez, Gabriel A. Barragán-Ramírez:
Computing the local metric dimension of a graph from the local metric dimension of primary subgraphs. 686-693 - Sandi Klavzar
, Zehui Shao
:
Local colourings of Cartesian product graphs. 694-699 - Jong H. Chung, Pantelimon Stanica, Chik How Tan, Qichun Wang:
A construction of Boolean functions with good cryptographic properties. 700-711 - Erfang Shan, Yancai Zhao:
Signed mixed dominating functions in complete bipartite graphs. 712-721
- Christina D. Nikolakakou
, Theodoula N. Grapsa, I. A. Nikas
, George S. Androulakis
:
A sequential approach for unconstrained optimization via a partitioning technique. 722-741 - Ahmad Jafarian, Raheleh Jafari, Alireza Khalili Golmankhaneh
, Dumitru Baleanu:
Solving fully fuzzy polynomials using feed-back neural networks. 742-755 - Amit Kumar Verma
, Lajja Verma:
Higher order time integration formula with application on Burgers' equation. 756-771 - Matthew A. Beauregard, Jürgen Geiser:
An extrapolated splitting method for solving semi-discretized parabolic differential equations. 772-781 - S. S. Samaee, Omid Yazdanpanah
, D. D. Ganji, A. A. Mofidi:
Analytical solution for a suspension bridge by applying HPM and VIM. 782-801 - Davod Khojasteh Salkuyeh, Davod Hezari, Vahid Edalatpour:
Generalized successive overrelaxation iterative method for a class of complex symmetric linear system of equations. 802-815 - Quanhong Yu, Hongjiong Tian, Jiaoxun Kuang:
Asymptotic stability of general linear methods for systems of linear neutral delay differential-algebraic equations. 816-835 - Na Li, Huijie Zhao, Ping Huang, Guorui Jia, Xiao Bai:
A novel logistic multi-class supervised classification model based on multi-fractal spectrum parameters for hyperspectral data. 836-849 - S.-Y. Chen, Y.-S. Wang, Bor-Wen Jeng, Cheng-Sheng Chien:
Multi-parameter continuation and collocation methods for rotating multi-component Bose-Einstein condensates. 850-871
Volume 92, Number 5, 2015
- Xin Chen, Ning Ding, György Dósa, Xin Han, He Jiang:
Online hierarchical scheduling on two machines with known total size of low-hierarchy jobs. 873-881 - Tadeusz Antczak
:
Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints. 882-907 - Natalie Schluter:
Restarting automata with auxiliary symbols restricted by lookahead size. 908-938 - Jizhong Wang, Jiangbo Yu, Qiang Zhou, Yuqiang Wu:
Global robust output tracking control for a class of cascade nonlinear systems with unknown control directions. 939-953 - Dong-Yuh Yang, Jau-Chuan Ke, Chia-Huang Wu
:
The multi-server retrial system with Bernoulli feedback and starting failures. 954-969
- Zhibo Wang
, Seakweng Vong
:
A high-order ADI scheme for the two-dimensional time fractional diffusion-wave equation. 970-979 - Shahrokh Esmaeili
, Roberto Garrappa
:
A pseudo-spectral scheme for the approximate solution of a time-fractional diffusion equation. 980-994 - David A. Voss, Abdul-Qayyum M. Khaliq:
Split-step Adams-Moulton Milstein methods for systems of stiff stochastic differential equations. 995-1011 - Yu-Qin Bai, An-Qiang Wang:
An acceleration of preconditioned generalized accelerated over relaxation methods for systems of linear equations. 1012-1024 - Xiaoli Feng, Wantao Ning:
A wavelet regularization method for solving numerical analytic continuation. 1025-1038 - Tian-Jun Wang:
Generalized Laguerre spectral method for Fisher's equation on a semi-infinite interval. 1039-1052 - R. C. Mittal, Amit Tripathi
:
Numerical solutions of generalized Burgers-Fisher and generalized Burgers-Huxley equations using collocation of cubic B-splines. 1053-1077 - Sébastien Leclaire:
Forward and backward finite differences for isotropic gradients on a square lattice derived from a rectangular lattice formulation. 1078-1085 - Changjin Xu, Qiming Zhang:
Anti-periodic solutions in a ring of four neurons with multiple delays. 1086-1100
Volume 92, Number 6, 2015
- Yunquan Ke, Chunfang Miao:
Stability analysis of fractional-order Cohen-Grossberg neural networks with time delay. 1102-1113 - Jing Li, Di Liu, Yuxing Yang
, Jun Yuan
:
One-to-one disjoint path covers on multi-dimensional tori. 1114-1123 - Sergio Bermudo
, L. De la Torre, A. M. Martín-Caraballo, José María Sigarreta
:
The differential of the strong product graphs. 1124-1134 - Stefan Glock:
On the f-matching polytope and the fractional f-chromatic index. 1135-1142 - Guangdeng Zong
, Qingzhi Wang:
Robust resilient control for impulsive switched systems under asynchronous switching. 1143-1159
- Hong Sun, Zhi-Zhong Sun:
On two linearized difference schemes for Burgers' equation. 1160-1179 - Weizhang Huang
:
Unconditionally stable high-order time integration for moving mesh finite difference solution of linear convection-diffusion equations. 1180-1203 - Anuradha Jha, Mohan K. Kadalbajoo:
A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems. 1204-1221 - Frédéric Magoulès
, Abal-Kassim Cheik Ahamed
, Roman Putanowicz
:
Auto-tuned Krylov methods on cluster of graphics processing unit. 1222-1250 - Jianping Zhang
, Ke Chen
, Derek A. Gould:
A fast algorithm for automatic segmentation and extraction of a single object by active surfaces. 1251-1274 - Zhijun Meng, Lifeng Wang, Hao Li, Wei Zhang:
Legendre wavelets method for solving fractional integro-differential equations. 1275-1291 - Shuilian Xie, Hongru Xu, Yuping Zeng:
A monotone Newton multisplitting method for the nonlinear complementarity problem with a nonlinear source term. 1292-1302 - Miodrag S. Petkovic, Lidija Rancic
:
On the guaranteed convergence of a cubically convergent Weierstrass-like root-finding method. 1303-1312
Volume 92, Number 7, 2015
- Rouzbeh Behnia, Swee-Huay Heng
, Che-Sheng Gan:
An efficient certificateless undeniable signature scheme. 1313-1328 - Ping Liu, Jialin Hou:
Generalized Julia set in coupled map lattice and its coupling and synchronization. 1329-1344 - Weihua Yang, Hengzhe Li
, Wei-Hua He:
Edge-fault-tolerant bipancyclicity of Cayley graphs generated by transposition-generating trees. 1345-1352 - Feng Guo, Hong-Chan Zheng, Guo-Hua Peng:
Multiresolution representation for curves based on ternary subdivision schemes. 1353-1372
- H. Altundag, Christine Böckmann
, H. Taseli:
Inverse Sturm-Liouville problems with pseudospectral methods. 1373-1384 - Hongjin He, Xingju Cai, Deren Han:
A class of nonlinear proximal point algorithms for variational inequality problems. 1385-1401 - Taher Abualrub
, Marwan Abukhaled
:
Wavelets approach for optimal boundary control of cellular uptake in tissue engineering. 1402-1412 - Xu Xiang, Lizhi Cheng:
An accelerated randomized Kaczmarz method via low-rank approximation. 1413-1421 - Zhangxin Chen
, Hui Liu, Bo Yang:
Accelerating iterative linear solvers using multiple graphical processing units. 1422-1438 - Qun Liu, Fanhai Zeng
, Changpin Li:
Finite difference method for time-space-fractional Schrödinger equation. 1439-1451 - Hammad Khalil, Rahmat Ali Khan:
The use of Jacobi polynomials in the numerical solution of coupled system of fractional differential equations. 1452-1472 - Min Li, Zhikai Jiang, Zhangjin Zhou:
Dual-primal proximal point algorithms for extended convex programming. 1473-1495 - Shahid S. Siddiqi, Saima Arshed:
Numerical solution of time-fractional fourth-order partial differential equations. 1496-1518
Volume 92, Number 8, 2015
- Ji-Jian Chin
, Syh-Yuan Tan, Swee-Huay Heng
, Raphael C.-W. Phan
, Rouzbeh Behnia:
A provable secure pairing-free certificateless identification scheme. 1520-1535 - Dohan Kim
:
Group-theoretical vector space model. 1536-1550 - Taha Ghasemi, Mohammadreza Razzazi
:
On capacitated covering with unit balls. 1551-1567 - Thomas W. Cusick:
Permutation equivalence of cubic rotation symmetric Boolean functions. 1568-1573
- R. K. Mohanty, Weizhong Dai, Fei Han
:
A new high accuracy method for two-dimensional biharmonic equation with nonlinear third derivative terms: application to Navier-Stokes equations of motion. 1574-1590 - Bin Lin:
Non-polynomial splines method for numerical solutions of the regularized long wave equation. 1591-1607 - Mohan K. Kadalbajoo, Alpesh Kumar
, Lok Pati Tripathi:
Application of the local radial basis function-based finite difference method for pricing American options. 1608-1624 - Yigui Ou, Yuanwen Liu:
A memory gradient method for non-smooth convex optimization. 1625-1642 - R. C. Mittal, Harpreet Kaur, Vinod Mishra
:
Haar wavelet-based numerical investigation of coupled viscous Burgers' equation. 1643-1659 - Peng Wang, Detong Zhu:
An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints. 1660-1687 - Fatemeh Zarmehi, Ali Tavakoli
:
Construction of the matched multiple knot B-spline wavelets on a bounded interval. 1688-1714 - Mingxu Yi, Jun Huang:
CAS wavelet method for solving the fractional integro-differential equation with a weakly singular kernel. 1715-1728
Volume 92, Number 9, 2015
Editorial
- Luis Bayón, Raquel García-Rubio:
New computational and statistical models in science and economics. 1729-1732
- V. Alba Fernández
, María-Dolores Jiménez-Gamero
:
Testing for a class of bivariate exponential distributions. 1733-1754 - Nadia M. G. Al-Saidi
, N. A. Rajab, Mohamad Rushdan Md. Said, K. A. Kadhim:
Perfect secret sharing scheme based on vertex domination set. 1755-1763 - J. A. Álvarez, M. A. Lodroman, Juan Antonio López Ramos:
A blind signature-based protocol for tracing traitors. 1764-1774 - Yu. A. Anikin, O. I. Dodulad, Yu. Yu. Kloss, F. G. Tcheremissine:
Method of calculating the collision integral and solution of the Boltzmann kinetic equation for simple gases, gas mixtures and gases with rotational degrees of freedom. 1775-1789 - Santiago Artidiello, Alicia Cordero
, Juan R. Torregrosa
, María P. Vassileva
:
Two weighted eight-order classes of iterative root-finding methods. 1790-1805 - Ismail Aydogdu, Taher Abualrub
, Irfan Siap
:
On ℤ2ℤ2[u]-additive codes. 1806-1814 - Beatriz Campos
, Alicia Cordero
, Juan R. Torregrosa
, Pura Vindel
:
Dynamics of the family of c-iterative methods. 1815-1825 - Roberto Cavoretto
, Alessandra De Rossi
, Emma Perracchione
, Ezio Venturino
:
Reliable approximation of separatrix manifolds in competition models with safety niches. 1826-1837 - Manuel Ceballos
, Juan Núñez
, Ángel F. Tenorio
:
Algorithmic procedure to compute abelian subalgebras and ideals of maximal dimension of Leibniz algebras. 1838-1854 - Rob H. De Staelen
, K. Beddek:
Sensitivity analysis and variance reduction in a stochastic non-destructive testing problem. 1874-1882 - Arzu Erdem
:
A numerical method based on the polynomial regression for the inverse diffusion problem. 1883-1894 - Valery V. Kozlov, Alexander P. Buslaev, Alexander G. Tatashev:
Monotonic walks on a necklace and a coloured dynamic vector. 1910-1920 - Taher Lotfi, Parisa Bakhtiari, Alicia Cordero
, Katayoun Mahdiani, Juan R. Torregrosa
:
Some new efficient multipoint iterative methods for solving nonlinear systems of equations. 1921-1934 - Luís Machado
, M. Teresa T. Monteiro
:
Geodesic regression on spheres from a numerical optimization viewpoint. 1935-1945 - Pedro Molina, Luis Gavete, M. Lucía Gavete, Francisco Ureña
, Juan José Benito
:
A finite volume-finite difference method with a stiff ordinary differential equation solver for advection-diffusion-reaction equation. 1946-1955 - Ginés Moreno, Jaime Penabad, Carlos Vázquez:
Beyond multi-adjoint logic programming. 1956-1975 - Elif Segah Oztas
, Irfan Siap
:
On a generalization of lifted polynomials over finite fields and their applications to DNA codes. 1976-1988 - Pelayo Quirós
, Pedro Alonso
, Irene Díaz
, Susana Montes:
Protecting data: a fuzzy approach. 1989-2000 - Efraim Shmerling:
Algorithms for generating random variables with a rational probability-generating function. 2001-2010 - M. Alper Tunga
:
A new approach for multivariate data modelling in orthogonal geometry. 2011-2021
Volume 92, Number 10, 2015
- Xiaoyun Xia
, Yuren Zhou, Xinsheng Lai:
On the analysis of the (1+1) evolutionary algorithm for the maximum leaf spanning tree problem. 2023-2035 - Qiong Fan, Shuchao Li, Qin Zhao
:
Extremal values on the harmonic number of trees. 2036-2050 - Yunqing Xu, Guohao Liu:
Classification of quasigroups based on period factors. 2051-2065 - Ranjeet Kumar Rout
, Pabitra Pal Choudhury, Sudhakar Sahoo, Camellia Ray:
Partitioning 1-variable Boolean functions for various classification of n-variable Boolean functions. 2066-2090
- Huailing Song:
Energy stable and large time-stepping methods for the Cahn-Hilliard equation. 2091-2108 - Jorge Eduardo Macías-Díaz
:
An integro-differential generalization and dynamically consistent discretizations of some hyperbolic models with nonlinear damping. 2109-2120 - Gamze Yuksel
, Osman Rasit Isik
, Mehmet Sezer:
Error analysis of the Chebyshev collocation method for linear second-order partial differential equations. 2121-2138 - R. C. Mittal, Rachna Bhatia
:
Numerical solution of nonlinear system of Klein-Gordon equations by cubic B-spline collocation method. 2139-2159 - Yuanpeng Zhu, Xuli Han:
Shape preserving C2 rational quartic interpolation spline with two parameters. 2160-2177 - Hongbin Chen
, Da Xu, Yulong Peng:
An alternating direction implicit fractional trapezoidal rule type difference scheme for the two-dimensional fractional evolution equation. 2178-2197 - Wendi Qin, Deqiong Ding, Xiaohua Ding:
Unconditionally positivity and boundedness preserving schemes for a FitzHugh-Nagumo equation. 2198-2218
Volume 92, Number 11, 2015
- Sihong Su:
Construction of balanced even-variable Boolean functions with optimal algebraic immunity. 2219-2232 - Yinglei Song:
On the independent set problem in random graphs. 2233-2242 - Byeong Moon Kim, Yoomi Rho, Byung Chul Song:
L(h, k)-labelling for octagonal grid. 2243-2250
- Xiufeng Miao, Longsuo Li:
Adaptive observer-based control for a class of nonlinear stochastic systems. 2251-2260 - Yaping Hu, Zengxin Wei:
Wei-Yao-Liu conjugate gradient projection algorithm for nonlinear monotone equations with convex constraints. 2261-2272 - Haijun Peng
, Qiang Gao, Zhi-Gang Wu, Wanxie Zhong:
Symplectic algorithms with mesh refinement for a hypersensitive optimal control problem. 2273-2289 - Rui Du, Zhi-Zhong Sun, Guang-hua Gao:
A second-order linearized three-level backward Euler scheme for a class of nonlinear expitaxial growth model. 2290-2309 - Davood Ahmadian, Luca Vincenzo Ballestra:
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. 2310-2328 - Jiming Yang:
Error analysis of a two-grid discontinuous Galerkin method for non-linear parabolic equations. 2329-2342
Volume 92, Number 12, 2015
Editorial
- Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee
, Jari Toivanen:
Editorial. 2345-2346
- Desmond J. Higham:
An introduction to multilevel Monte Carlo for option valuation. 2347-2360 - Lina von Sydow, Lars Josef Höök, Elisabeth Larsson
, Erik Lindström
, Slobodan Milovanovic
, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson
, Jeremy Levesley
, Juxi Li, Cornelis W. Oosterlee
, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao:
BENCHOP - The BENCHmarking project in option pricing. 2361-2379 - Andrey Itkin, Alexander Lipton:
Efficient solution of structural default models with correlated jumps and mutual obligations. 2380-2405 - Fei Cong
, Cornelis W. Oosterlee
:
Pricing Bermudan options under Merton jump-diffusion asset dynamics. 2406-2432 - Álvaro Leitao
, Cornelis W. Oosterlee
:
GPU acceleration of the stochastic grid bundling method for early-exercise options. 2433-2454 - Shuhua Chang, Jinghuan Li:
Fitted finite volume method for pricing CO2 futures option based on the underlying with non-log-normal distribution. 2455-2474 - Radoslav L. Valkov:
Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation. 2475-2497 - Aslam Aly El-Faïdal Saib
, Mohammad Sameer Sunhaloo, Muddun Bhuruth
:
A meshless method for Asian style options pricing under the Merton jump-diffusion model. 2498-2514 - Lina von Sydow, Jari Toivanen, C. Zhang:
Adaptive finite differences and IMEX time-stepping to price options under Bates model. 2515-2529 - Muhammad S. Yousuf
, Abdul-Qayyum M. Khaliq, R. H. Liu:
Pricing American options under multi-state regime switching with an efficient L- stable method. 2530-2550 - Youfa Sun
:
Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model. 2551-2574 - R. H. Liu, D. Nguyen:
A tree approach to options pricing under regime-switching jump diffusion models. 2575-2595 - Wenfei Wang, Xu Chen
, Deng Ding, Siu-Long Lei:
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. 2596-2614 - Shuhua Chang, Wenguang Tang:
Modelling and computation of optimal decision for farmers leasing lands. 2615-2633
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