Free Access
Volume 36, Number 3, May/June 2002
Page(s) 373 - 395
Published online 15 August 2002
  1. Y. Achdou and B. Franchi (in preparation).
  2. H. Brezis, Analyse Fonctionnelle, Théorie et Applications. Masson (1983).
  3. T. Cazenave and A. Haraux, An introduction to semilinear evolution equations. The Clarendon Press Oxford University Press, New York (1998). Translated from the 1990 French original by Y. Martel and revised by the authors.
  4. J. Douglas and T.F. Russell, Numerical methods for convection dominated diffusion problems based on combining the method of characteristics with finite element methods or finite difference method. SIAM J. Numer. Anal. 19 (1982) 871-885. [CrossRef] [MathSciNet]
  5. J.-P. Fouque, G. Papanicolaou and K. Ronnie Sircar. Derivatives in financial markets with stochastic volatility. Cambridge University Press, Cambridge (2000).
  6. B. Franchi, R. Serapioni and F. Serra Cassano. Meyers-Serrin type theorems and relaxation of variational integrals depending on vector fields. Houston J. Math. 22 (1996) 859-890. [MathSciNet]
  7. B. Franchi and M.C. Tesi, A finite element approximation for a class of degenerate elliptic equations. Math. Comp. 69 (2000) 41-63. [CrossRef] [MathSciNet]
  8. K.O. Friedrichs, The identity of weak and strong extensions of differential operators. Trans. Amer. Math. Soc. 55 (1944) 132-151. [MathSciNet]
  9. J.-L. Lions and E. Magenes, Problèmes aux limites non homogènes et applications. Vol. I and II. Dunod, Paris (1968).
  10. A. Pazy, Semi-groups of linear operators and applications to partial differential equations. Appl. Math. Sci.. 44, Springer Verlag (1983).
  11. O. Pironneau and F. Hecht, FREEFEM.
  12. O. Pironneau and F. Hecht, Mesh adaption for the Black and Scholes equations. East-West J. Numer. Math. 8 (2000) 25-35. [MathSciNet]
  13. M.H. Protter and H.F. Weinberger, Maximum principles in differential equations. Springer-Verlag, New York (1984). Corrected reprint of the 1967 original.
  14. E. Stein and J. Stein, Stock price distributions with stochastic volatility: an analytic approach. The review of financial studies 4 (1991) 727-752. [CrossRef]
  15. H.A Van Der Vorst, Bi-cgstab: a fast and smoothly converging variant of bi-cg for the solution of nonlinear systems. SIAM J. Sci. Statist. Comput. 13 (1992) 631-644. [CrossRef] [MathSciNet]
  16. P. Willmott, J. Dewynne and J. Howison, Option pricing: mathematical models and computations. Oxford financial press (1993).

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.

Recommended for you