Series XXVI: Finite Differences Derivations, 1983-2006, inclusive

S.R. Mane; Shift of Interest Rates in a Finite-Difference Scheme, Undated

box: 13, folder: 39 (Material Type: Text)

Extent

60 Linear Feet

General Finite Difference Programs, Undated

box: 13, folder: 40 (Material Type: Text)

Extent

60 Linear Feet

Approximation for American Ex Boundary in Finite-Difference Scheme, Undated

box: 13, folder: 41 (Material Type: Text)

Extent

60 Linear Feet

Pooley, Vetzal, Forsyth; Convergence Remedies for Non-Smooth Payoffs in Option Pricing, 2003

box: 13, folder: 42 (Material Type: Text)

Extent

60 Linear Feet

Smith, R.; Optimal and Near-Optimal Advection-Diffusion Finite-Difference Schemes III. Black-Scholes Equation, 2000

box: 13, folder: 43 (Material Type: Text)

Extent

60 Linear Feet

Yuste & Acedo, An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations, Siam J. Numer. Anal., 2005

box: 13, folder: 44 (Material Type: Text)

Extent

60 Linear Feet

Zhang, J.; Rate of Convergence of Finite Difference Approximations for Degenerate Ordinary Differential Equations, 2006

box: 13, folder: 45 (Material Type: Text)

Extent

60 Linear Feet

Ali's Finite-Difference Model, Undated

box: 13, folder: 46 (Material Type: Text)

Extent

60 Linear Feet

Finite-Difference Tricks, Undated

box: 13, folder: 47 (Material Type: Text)

Extent

60 Linear Feet

Arb Constr's, 2000-05

box: 13, folder: 48 (Material Type: Text)

Extent

60 Linear Feet

BC's for Options, 2000-06-17

box: 13, folder: 49 (Material Type: Text)

Extent

60 Linear Feet

Nakaki, Tomoeda; A Finite Difference Scheme for Some Nonlinear Diffusion Equations in Absorbing Medium, 2000-11-06

box: 13, folder: 50 (Material Type: Text)

Extent

60 Linear Feet

Finite Element, 1993-07

box: 13, folder: 51 (Material Type: Text)

Extent

60 Linear Feet

Finite Elements & First Order CDE in Time, Undated

box: 13, folder: 52 (Material Type: Text)

Extent

60 Linear Feet

Finite Elements, Undated

box: 13, folder: 53 (Material Type: Text)

Extent

60 Linear Feet

Binomial Programs, 1983

box: 13, folder: 54 (Material Type: Text)

Extent

60 Linear Feet

Cell Aug'g, Undated

box: 13, folder: 55 (Material Type: Text)

Extent

60 Linear Feet

Discretizing Potential Term, 2000-08-03

box: 13, folder: 56 (Material Type: Text)

Extent

60 Linear Feet

FDB - Finite Difference Binomial, 1987

box: 13, folder: 57 (Material Type: Text)

Extent

60 Linear Feet

Finite Differences & Binomial Method, 1987

box: 13, folder: 58 (Material Type: Text)

Extent

60 Linear Feet

Finite Difference - Put Options, 1983-1984, inclusive

box: 13, folder: 59 (Material Type: Text)

Extent

60 Linear Feet

Finite Differences, 1994-01-11

box: 13, folder: 60 (Material Type: Text)

Extent

60 Linear Feet

Finite Differences Class, 1999

box: 13, folder: 61 (Material Type: Text)

Extent

60 Linear Feet

Finite Difference - Call Options, 1983

box: 13, folder: 62 (Material Type: Text)

Extent

60 Linear Feet

Forward PDE, Undated

box: 13, folder: 63 (Material Type: Text)

Extent

60 Linear Feet

No Natural BC's, 1999-11-23

box: 13, folder: 64 (Material Type: Text)

Extent

60 Linear Feet

Functions, 1983

box: 13, folder: 65 (Material Type: Text)

Extent

60 Linear Feet

d'Halluin, Forsyth & Vetzal; Robust Numerical Methods for Contingent Claims under Jump Diffusion Processes, 2003-12-08

box: 13, folder: 66 (Material Type: Text)

Extent

60 Linear Feet

Linear Multi-Step Formulas, 1993-1994, inclusive

box: 13, folder: 67 (Material Type: Text)

Extent

60 Linear Feet

Lookbacks, 1993-10

box: 13, folder: 68 (Material Type: Text)

Extent

60 Linear Feet

Operator Solution, 1993

box: 13, folder: 69 (Material Type: Text)

Extent

60 Linear Feet

Option Adapted Numerical Schemes, 2000-10-25

box: 13, folder: 70 (Material Type: Text)

Extent

60 Linear Feet

Probabilistic Interpretation, Undated

box: 13, folder: 71 (Material Type: Text)

Quadratic (TSE), Undated

box: 13, folder: 72 (Material Type: Text)

Using Quanting IGT to Eliminate Drift in Correction Dominated PDE's, 1999-02-24

box: 13, folder: 73 (Material Type: Text)

Sateesh Mane, 1998-11-25-2000-08-09, inclusive

box: 13, folder: 74 (Material Type: Text)

Separation of Variables, Undated

box: 13, folder: 75 (Material Type: Text)

Square Root Behavior, 1994-07-20

box: 13, folder: 76 (Material Type: Text)

Truncation Error, Undated

box: 13, folder: 77 (Material Type: Text)

Unit Source Code, Undated

box: 13, folder: 78 (Material Type: Text)