Zhou, Zhiqiang; Ma, Jingtang Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching. (English) Zbl 1443.91336 Comput. Math. Appl. 71, No. 7, 1448-1463 (2016). MSC: 91G60 35K20 35Q91 65M12 65M75 76M28 91G20 PDF BibTeX XML Cite \textit{Z. Zhou} and \textit{J. Ma}, Comput. Math. Appl. 71, No. 7, 1448--1463 (2016; Zbl 1443.91336) Full Text: DOI OpenURL
Padulo, Mattia; Guenov, Marin D. Worst-case robust design optimization under distributional assumptions. (English) Zbl 1242.76299 Int. J. Numer. Methods Eng. 88, No. 8, 797-816 (2011). MSC: 76N25 65K10 PDF BibTeX XML Cite \textit{M. Padulo} and \textit{M. D. Guenov}, Int. J. Numer. Methods Eng. 88, No. 8, 797--816 (2011; Zbl 1242.76299) Full Text: DOI OpenURL