Finite Element Methods for Partial Differential Equations for Option Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3312203 ◽

2019 ◽

Author(s):

Silke Prohl

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Finite Element Methods ◽

Partial Differential

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Adaptive Finite Element Methods for Parabolic Partial Differential Equations.

10.21236/ada131824 ◽

1983 ◽

Author(s):

Joseph E. Flaherty ◽

J. Michael Coyle ◽

Raymond Ludwig ◽

Stephen F. Davis

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Parabolic Partial Differential Equations ◽

Adaptive Finite Element ◽

Adaptive Finite Element Methods ◽

Partial Differential

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Analysis of trace finite element methods for surface partial differential equations

IMA Journal of Numerical Analysis ◽

10.1093/imanum/dru047 ◽

2014 ◽

Vol 35 (4) ◽

pp. 1568-1590 ◽

Author(s):

Arnold Reusken

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Partial Differential ◽

Surface Partial Differential Equations

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PROPERTIES OF SOLUTIONS OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS USING FINITE ELEMENT METHODS

Nonlinear Phenomena in Mathematical Sciences ◽

10.1016/b978-0-12-434170-8.50073-x ◽

1982 ◽

pp. 579-584

Author(s):

John Jones

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Nonlinear Partial Differential Equations ◽

Partial Differential

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A note on the design of hp-adaptive finite element methods for elliptic partial differential equations

Computer Methods in Applied Mechanics and Engineering ◽

10.1016/j.cma.2004.04.009 ◽

2005 ◽

Vol 194 (2-5) ◽

pp. 229-243 ◽

Author(s):

Paul Houston ◽

Endre Süli

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Elliptic Partial Differential Equations ◽

Adaptive Finite Element ◽

Adaptive Finite Element Methods ◽

Partial Differential

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Adaptively weighted least squares finite element methods for partial differential equations with singularities

Communications in Applied Mathematics and Computational Science ◽

10.2140/camcos.2018.13.1 ◽

2018 ◽

Vol 13 (1) ◽

pp. 1-25 ◽

Author(s):

Brian Hayhurst ◽

Mason Keller ◽

Chris Rai ◽

Xidian Sun ◽

Chad Westphal

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Least Squares ◽

Finite Element Methods ◽

Weighted Least Squares ◽

Partial Differential

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Recent Developments in Discontinuous Galerkin Finite Element Methods for Partial Differential Equations

10.1007/978-3-319-01818-8 ◽

2014 ◽

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Discontinuous Galerkin ◽

Finite Element Methods ◽

Partial Differential ◽

Galerkin Finite Element ◽

Discontinuous Galerkin Finite Element ◽

Recent Developments ◽

Galerkin Finite Element Methods

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High-order finite element methods for time-fractional partial differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2011.01.011 ◽

2011 ◽

Vol 235 (11) ◽

pp. 3285-3290 ◽

Author(s):

Yingjun Jiang ◽

Jingtang Ma

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Fractional Partial Differential Equations ◽

Partial Differential

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Simulation of stochastic partial differential equations using finite element methods

Stochastics ◽

10.1080/17442508.2010.523466 ◽

2011 ◽

Vol 84 (2-3) ◽

pp. 217-231 ◽

Author(s):

Andrea Barth ◽

Annika Lang

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Discontinuous Galerkin finite element methods for hyperbolic nonconservative partial differential equations

Journal of Computational Physics ◽

10.1016/j.jcp.2007.10.007 ◽

2008 ◽

Vol 227 (3) ◽

pp. 1887-1922 ◽

Author(s):

S. Rhebergen ◽

O. Bokhove ◽

J.J.W. van der Vegt

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Discontinuous Galerkin ◽

Finite Element Methods ◽

Partial Differential ◽

Galerkin Finite Element ◽

Discontinuous Galerkin Finite Element ◽

Galerkin Finite Element Methods

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Unfitted Finite Element Methods Using Bulk Meshes for Surface Partial Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/130948641 ◽

2014 ◽

Vol 52 (4) ◽

pp. 2137-2162 ◽

Author(s):

Klaus Deckelnick ◽

Charles M. Elliott ◽

Thomas Ranner

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Partial Differential ◽

Surface Partial Differential Equations

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