5 results
Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 43 / Issue 6 / November 2009
- Published online by Cambridge University Press:
- 12 June 2009, pp. 1045-1061
- Print publication:
- November 2009
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An algorithm for solving generalized algebraic Lyapunov equations in Hilbert space, applications to boundary value problems
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- Journal:
- Proceedings of the Edinburgh Mathematical Society / Volume 31 / Issue 1 / February 1988
- Published online by Cambridge University Press:
- 20 January 2009, pp. 99-105
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Explicit expressions for Sturm-Liouville operator problems
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- Journal:
- Proceedings of the Edinburgh Mathematical Society / Volume 30 / Issue 2 / June 1987
- Published online by Cambridge University Press:
- 20 January 2009, pp. 301-309
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Boundary problems for Riccati and Lyapunov equations
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- Journal:
- Proceedings of the Edinburgh Mathematical Society / Volume 29 / Issue 1 / February 1986
- Published online by Cambridge University Press:
- 20 January 2009, pp. 15-21
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ANALYTIC–NUMERICAL SOLUTIONS WITH A PRIORI BOUNDS FOR MATRIX–VECTOR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS
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- Journal:
- Proceedings of the Edinburgh Mathematical Society / Volume 45 / Issue 1 / February 2002
- Published online by Cambridge University Press:
- 05 February 2002, pp. 5-25
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