Research graph
References from A nonuniform grid method for solving PDE’s. Local targets link to admitted publications; unresolved targets remain external evidence.
Convertible bonds
10.1111/j.1540-6261.1977.tb03364.x · 1977 · External reference
Finite difference methods and jump processes arising in the pricing of contingent claims
10.2307/2330152 · 1978 · External reference
Analyzing convertible bonds
10.2307/2330567 · 1980 · External reference
Valuing derivative securities using the explicit finite difference method
10.2307/2330889 · 1990 · External reference
Unresolved reference
External reference
10.2307/3665932
10.2307/3665932 · External reference
10.2307/2329288
10.2307/2329288 · External reference
10.1111/j.1540-6261.1974.tb03058.x
10.1111/j.1540-6261.1974.tb03058.x · External reference
Alternating directions methods for parabolic equations in two space dimensions with a mixed derivative
10.1093/comjnl/13.1.81 · 1970 · External reference
