A finite element discretization method for option pricing with the Bates model

SeMA Journal ◽

10.1007/bf03322591 ◽

2011 ◽

Vol 55 (1) ◽

pp. 23-40 ◽

Author(s):

E. Miglio ◽

C. Sgarra

Keyword(s):

Finite Element ◽

Option Pricing ◽

Discretization Method ◽

Finite Element Discretization ◽

Element Discretization

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Two grid finite element discretization method for semi‐linear hyperbolic integro‐differential equations

Numerical Methods for Partial Differential Equations ◽

10.1002/num.22370 ◽

2019 ◽

Vol 35 (5) ◽

pp. 1676-1693

Author(s):

Luoping Chen ◽

Yanping Chen ◽

Yunqing Huang

Keyword(s):

Finite Element ◽

Differential Equations ◽

Discretization Method ◽

Finite Element Discretization ◽

Element Discretization

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A gradient computational procedure for the solution of large problems arising from the finite element discretization method

International Journal for Numerical Methods in Engineering ◽

10.1002/nme.1620020403 ◽

1970 ◽

Vol 2 (4) ◽

pp. 477-494 ◽

Author(s):

Isaac Fried

Keyword(s):

Finite Element ◽

Computational Procedure ◽

Discretization Method ◽

Finite Element Discretization ◽

Element Discretization

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A HYBRID FINITE VOLUME / FINITE ELEMENT DISCRETIZATION METHOD FOR THE SOLUTION OF THE RADIATIVE HEAT TRANSFER EQUATION

Proceeding of the 4th International Symposium on Radiative Transfer ◽

10.1615/ichmt.2004.rad-4.100 ◽

2004 ◽

Author(s):

Pedro J. Coelho

Keyword(s):

Heat Transfer ◽

Finite Element ◽

Finite Volume ◽

Radiative Heat Transfer ◽

Transfer Equation ◽

Radiative Heat ◽

Discretization Method ◽

Heat Transfer Equation ◽

Finite Element Discretization ◽

Element Discretization

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Part IV. The Finite-Element Discretization Method

Solving PDEs in C++ ◽

10.1137/1.9780898718959.pt4 ◽

2011 ◽

pp. 247-247

Keyword(s):

Finite Element ◽

Discretization Method ◽

Finite Element Discretization ◽

Element Discretization

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A hybrid finite volume/finite element discretization method for the solution of the radiative heat transfer equation

Journal of Quantitative Spectroscopy and Radiative Transfer ◽

10.1016/j.jqsrt.2004.08.014 ◽

2005 ◽

Vol 93 (1-3) ◽

pp. 89-101 ◽

Author(s):

P.J. Coelho

Keyword(s):

Heat Transfer ◽

Finite Element ◽

Finite Volume ◽

Radiative Heat Transfer ◽

Transfer Equation ◽

Radiative Heat ◽

Discretization Method ◽

Heat Transfer Equation ◽

Finite Element Discretization ◽

Element Discretization

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An adaptive BDDC preconditioner for advection-diffusion problems with a stabilized finite element discretization

Applied Numerical Mathematics ◽

10.1016/j.apnum.2021.02.012 ◽

2021 ◽

Vol 165 ◽

pp. 184-197

Author(s):

Jie Peng ◽

Shi Shu ◽

Junxian Wang ◽

Liuqiang Zhong

Keyword(s):

Finite Element ◽

Finite Element Discretization ◽

Element Discretization ◽

Stabilized Finite Element ◽

Advection Diffusion ◽

Diffusion Problems

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A Discontinuous Phase-Space Finite Element Discretization of the Linear Boltzmann-Vlasov Equation for Charged Particle Transport

Journal of Computational and Theoretical Transport ◽

10.1080/00411450.2014.910230 ◽

2014 ◽

Vol 43 (1-7) ◽

pp. 128-147 ◽

Author(s):

Shawn D. Pautz ◽

Clif Drumm ◽

Wesley C. Fan ◽

C. David Turner

Keyword(s):

Finite Element ◽

Charged Particle ◽

Phase Space ◽

Vlasov Equation ◽

Particle Transport ◽

Finite Element Discretization ◽

Element Discretization ◽

Discontinuous Phase ◽

Charged Particle Transport

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Local error estimates for finite element discretization of the Stokes equations

ESAIM Mathematical Modelling and Numerical Analysis ◽

10.1051/m2an/1995290303671 ◽

1995 ◽

Vol 29 (3) ◽

pp. 367-389 ◽

Author(s):

Douglas N. Arnold ◽

Liu Xiaobo

Keyword(s):

Finite Element ◽

Error Estimates ◽

Stokes Equations ◽

Local Error ◽

Finite Element Discretization ◽

Element Discretization

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Finite element discretization of non-linear diffusion equations with thermal fluctuations

The Journal of Chemical Physics ◽

10.1063/1.4913746 ◽

2015 ◽

Vol 142 (9) ◽

pp. 094115 ◽

Author(s):

J. A. de la Torre ◽

Pep Español ◽

Aleksandar Donev

Keyword(s):

Finite Element ◽

Thermal Fluctuations ◽

Diffusion Equations ◽

Finite Element Discretization ◽

Linear Diffusion ◽

Element Discretization ◽

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Higher-order finite element discretization

Studies in Advanced Mathematics - Higher-Order Finite Element Methods ◽

10.1201/9780203488041.ch3 ◽

2003 ◽

Keyword(s):

Finite Element ◽

Higher Order ◽

Finite Element Discretization ◽

Element Discretization

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