Convergence analysis and application of ADI schemes for partial differential equations from financial mathematics.
Convergence analysis and application of ADI schemes for partial differential equations from financial mathematics.
Convergence analysis and application of ADI schemes for partial differential equations from financial mathematics.
Oscillating processes with applications in queuing theory. Applications of Lévy processes in financial mathematics and modeling of credit risks.
Stability of finite difference methods on non-uniform grids for partial differential equations from financial mathematics.
Actuarial and financial mathematics conference: interplay between finance and insurance, February 5-6, 2015