Journal: Numerische Mathematik

Volume 106, Issue 1

1 -- 40Lutz Angermann, Song Wang. Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American Option pricing
41 -- 68Bernhard Beckermann, Gene H. Golub, George Labahn. On the numerical condition of a generalized Hankel eigenvalue problem
69 -- 97Alexei Bespalov, Norbert Heuer. p-version of the boundary element method for weakly singular operators on piecewise plane open surfaces
99 -- 128Ulises Fidalgo Prieto, Jesús R. Illán González, Guillermo López Lagomasino. Convergence and computation of simultaneous rational quadrature formulas
129 -- 155Benoît Merlet, Julien Vovelle. Error estimate for finite volume scheme
157 -- 164Yongmin Zhang. Convergence of free boundaries in discrete obstacle problems