Journal: Int. J. Comput. Math.

Volume 99, Issue 2

185 -- 203Fabio Gómez, Jaime A. Londoño. Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
204 -- 226Christian P. Fries. Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions)
227 -- 239Jiling Cao, Biyuan Wang, Wenjun Zhang 0003. Valuation of European options with stochastic interest rates and transaction costs
240 -- 246Li-Bin Liu, Yanping Chen 0002. A posteriori error estimation and adaptive strategy for a nonlinear fractional differential equation
247 -- 273Mehmet Ali Özarslan, Arran Fernandez. On the fractional calculus of multivariate Mittag-Leffler functions
274 -- 291Shengyue Li, Wanrong Cao, Zhaopeng Hao. An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution
292 -- 308Mufutau Ajani Rufai, Higinio Ramos. A variable step-size fourth-derivative hybrid block strategy for integrating third-order IVPs, with applications
309 -- 331Hongwei Jiao, Youlin Shang, Wenjie Wang. Solving generalized polynomial problem by using new affine relaxed technique
332 -- 354Jamilu Sabi'u, Abdullah Shah, Mohammed Yusuf Waziri. A modified Hager-Zhang conjugate gradient method with optimal choices for solving monotone nonlinear equations
355 -- 369Gang Peng. A positivity-preserving finite volume scheme for convection-diffusion equation on general meshes
370 -- 390Shan Li, Jinju Wu, Zhongqing Wang. Sobolev orthogonal Legendre rational spectral methods for exterior problems
391 -- 406Wei Ma. Two-step Ulm-Chebyshev-like Cayley transform method for inverse eigenvalue problems