4 results
Exponential convergence of hp quadrature for integral operators with Gevrey kernels
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 45 / Issue 3 / May 2011
- Published online by Cambridge University Press:
- 11 October 2010, pp. 387-422
- Print publication:
- May 2011
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A posteriori error analysis for parabolic variational inequalities
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 41 / Issue 3 / May 2007
- Published online by Cambridge University Press:
- 02 August 2007, pp. 485-511
- Print publication:
- May 2007
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Fast deterministic pricing of options on Lévy driven assets
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 38 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 15 February 2004, pp. 37-71
- Print publication:
- January 2004
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Numerical solution of parabolic equations in high dimensions
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 38 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 15 February 2004, pp. 93-127
- Print publication:
- January 2004
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