| 1093 | -- | 0 | Jari Toivanen, Cornelis W. Oosterlee, Song-Ping Zhu. Computational methods for PDEs in finance |
| 1094 | -- | 1111 | Anthony D. Holmes, Hongtao Yang, Shuhua Zhang. A front-fixing finite element method for the valuation of American options with regime switching |
| 1112 | -- | 1134 | Santtu Salmi, Jari Toivanen. Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models |
| 1135 | -- | 1144 | Anbo Le, Zhongdi Cen, Aimin Xu. A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility |
| 1145 | -- | 1163 | Angela Kunoth, Christian Schneider, Katharina Wiechers. Multiscale methods for the valuation of American options with stochastic volatility |
| 1164 | -- | 1185 | Aslam Aly El-Faïdal Saib, Desire Yannick Tangman, Muddun Bhuruth. A new radial basis functions method for pricing American options under Merton's jump-diffusion model |
| 1186 | -- | 1211 | Shashi Jain, Cornelis W. Oosterlee. Pricing high-dimensional Bermudan options using the stochastic grid method |
| 1212 | -- | 1238 | Alexander Heinecke, Stefanie Schraufstetter, Hans-Joachim Bungartz. A highly parallel Black-Scholes solver based on adaptive sparse grids |
| 1239 | -- | 1254 | M. Yousuf, A. Q. M. Khaliq, B. Kleefeld. The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost |
| 1255 | -- | 1268 | Jin Liang, Tao Wang. Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities |
| 1269 | -- | 1280 | Jungmin Choi, Max Gunzburger. Approximation and application of the Musiela stochastic PDE in forward rate models |
| 1281 | -- | 1302 | Motoi Namihira, David A. Kopriva. Computation of the effects of uncertainty in volatility on option pricing and hedging |