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ORCIDInternational Journal of Computer Mathematics, Volume 92
Volume 92, Number 1, 2015
- Davood Bakhshesh, Mansoor Davoodi
:
Approximating of conic sections by DP curves with endpoint interpolation. 1-14 - Shiying Wang, Jing Li, Yuxing Yang:
Unchanging the diameter of k-ary n-cube networks with faulty vertices. 15-28 - Hyeong-Seok Lim, Jung-Heum Park, Hee-Chul Kim:
The bicube: an interconnection of two hypercubes. 29-40 - Qianqi Le, Guowu Yang, William N. N. Hung, Xiaoyu Song, Xinpeng Zhang:
Pareto optimal mapping for tile-based network-on-chip under reliability constraints. 41-58 - Luisa D'Amore, Giuliano Laccetti, Diego Romano, Giuseppe Scotti, Almerico Murli:
Towards a parallel component in a GPU-CUDA environment: a case study with the L-BFGS Harwell routine. 59-76
- Minglai Chen, Junmin Li, Weiyuan Zhang:
Non-fragile guaranteed cost fuzzy control for nonlinear first-order hyperbolic partial differential equation systems. 77-100 - Maria Luísa Morgado, L. Filipe Morgado, Nuno Silva, Raul Morais:
Mathematical modelling of cylindrical electromagnetic vibration energy harvesters. 101-109 - Behzad Baghapour, Vahid Esfahanian, Mohammad Torabzadeh, Hossein Mahmoodi Darian:
A discontinuous Galerkin method with block cyclic reduction solver for simulating compressible flows on GPUs. 110-131 - Zhanhua Yu:
Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations. 132-150 - Hamid Esmaeili, Morteza Kimiaei:
An efficient adaptive trust-region method for systems of nonlinear equations. 151-166 - Jianxiong Cao, Changpin Li, Yangquan Chen:
Compact difference method for solving the fractional reaction-subdiffusion equation with Neumann boundary value condition. 167-180 - Yu-Qian Yang, Cheng-Yi Zhang:
Kernel-based fourth-order diffusion for image noise removal. 181-191 - Francesco A. Costabile, Anna Napoli:
A method for high-order multipoint boundary value problems with Birkhoff-type conditions. 192-200 - Mohand Ouamer Bibi, Mohand Bentobache:
A hybrid direction algorithm for solving linear programs. 201-216
Volume 92, Number 2, 2015
- Jing Zhang, Xiaofan Yang, Cui Yu, Li He:
Dynamic wavelength assignment for realizing hypercube-based Bitonic sorting on wavelength division multiplexing linear arrays. 218-229 - Limei Lin, Li Xu, Shuming Zhou:
Conditional diagnosability and strong diagnosability of shuffle-cubes under the comparison model. 230-249 - Fouzi Semchedine, Louiza Bouallouche-Medjkoune, Djamil Aïssani:
Improving the performance for task assignment in distributed server systems by partitioning the large tasks. 250-265 - Deep Singh, Maheshanand Bhaintwal, Brajesh Kumar Singh:
Constructions of q-ary functions with good global avalanche characteristics. 266-276 - Manju Sardana, R. K. Agrawal, Baljeet Kaur:
An incremental feature selection approach based on scatter matrices for classification of cancer microarray data. 277-295
- Michael D. Marcozzi:
Optimal control of ultradiffusion processes with application to mathematical finance. 296-318 - Nikolaos Ploskas, Nikolaos Samaras:
A computational comparison of scaling techniques for linear optimization problems on a graphical processing unit. 319-336 - Zhifeng Weng, Jerry Zhijian Yang, Xiliang Lu:
Two-level quadratic equal-order stabilized method for the Stokes eigenvalue problem. 337-348 - Ronald D. Haynes, Alexander J. M. Howse:
Alternating Schwarz methods for partial differential equation-based mesh generation. 349-376 - Bo Song, Yao-Lin Jiang:
A new parareal waveform relaxation algorithm for time-periodic problems. 377-393 - Yuping Zeng, Jinru Chen, Zhilin Li:
A parallel Robin-Robin domain decomposition method for H(div)-elliptic problems. 394-410 - Yin Wang, Su Yu, Ruxin Dai, Jun Zhang:
A 15-point high-order compact scheme with multigrid computation for solving 3D convection diffusion equations. 411-423 - Said Mesloub, M. R. Abo Elrish:
On an evolution-mixed thermoelastic system problem. 424-439
Volume 92, Number 3, 2015
- Yan Sun, Wensong Lin:
On circular-L(2, 1)-labellings of products of graphs. 441-450 - Yu Lou, Huiting Han, Chunming Tang, Zhangqing Wu, Maozhi Xu:
Constructing vectorial Boolean functions with high algebraic immunity based on group decomposition. 451-462 - David Galindo:
Compact hierarchical identity-based encryption based on a harder decisional problem. 463-472 - Kai Feng, Shiying Wang:
Strong matching preclusion for two-dimensional torus networks. 473-485 - Lukasz Czech:
On dynamics of automata with a stack. 486-497 - Xixiang Lv, Yi Mu, Hui Li:
Key management for Smart Grid based on asymmetric key-wrapping. 498-512
- Shou-Hui Zhang, Dong Liang:
Locally one-dimensional-alternating segment explicit-implicit and locally one-dimensional-alternating segment Crank-Nicolson methods for two-dimension parabolic equations. 513-531 - Le-ping Sun, Yimin Wei, Jie-yong Zhou:
On an iterative method for solving the least squares problem of rank-deficient systems. 532-541 - Zizhen Zhang, Huizhong Yang:
Stability and bifurcation in a stage-structured predator-prey system with Holling-II functional response and multiple delays. 542-561 - Pratibhamoy Das, Srinivasan Natesan:
Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations. 562-578 - Tongke Wang, Na Li, Guang-hua Gao:
The asymptotic expansion and extrapolation of trapezoidal rule for integrals with fractional order singularities. 579-590 - Zana Coulibaly, Matthias K. Gobbert, Bradford E. Peercy:
Insight into spontaneous recurrent calcium waves in a 3-D cardiac cell based on analysis of a 1-D deterministic model. 591-607 - X. Y. Liu, Choi-Hong Lai, Koulis A. Pericleous:
A fourth-order partial differential equation denoising model with an adaptive relaxation method. 608-622 - Yan Wang:
Stochastic dynamics simulation with generalized interval probability. 623-642 - Wenting Zha, Junyong Zhai, Wei-qing Ai, Shumin Fei:
Finite-time state-feedback control for a class of stochastic high-order nonlinear systems. 643-660
Volume 92, Number 4, 2015
- Saeed Nasri, Alireza Behrad, Farbod Razzazi:
A novel approach for dynamic hand gesture recognition using contour-based similarity images. 662-685 - Juan Alberto Rodríguez-Velázquez, Carlos García Gómez, Gabriel A. Barragán-Ramírez:
Computing the local metric dimension of a graph from the local metric dimension of primary subgraphs. 686-693 - Sandi Klavzar, Zehui Shao:
Local colourings of Cartesian product graphs. 694-699 - Jong H. Chung, Pantelimon Stanica, Chik How Tan, Qichun Wang:
A construction of Boolean functions with good cryptographic properties. 700-711 - Erfang Shan, Yancai Zhao:
Signed mixed dominating functions in complete bipartite graphs. 712-721
- Christina D. Nikolakakou, Theodoula N. Grapsa, I. A. Nikas, George S. Androulakis:
A sequential approach for unconstrained optimization via a partitioning technique. 722-741 - Ahmad Jafarian, Raheleh Jafari, Alireza Khalili Golmankhaneh, Dumitru Baleanu:
Solving fully fuzzy polynomials using feed-back neural networks. 742-755 - Amit Kumar Verma, Lajja Verma:
Higher order time integration formula with application on Burgers' equation. 756-771 - Matthew A. Beauregard, Jürgen Geiser:
An extrapolated splitting method for solving semi-discretized parabolic differential equations. 772-781 - S. S. Samaee, Omid Yazdanpanah, D. D. Ganji, A. A. Mofidi:
Analytical solution for a suspension bridge by applying HPM and VIM. 782-801 - Davod Khojasteh Salkuyeh, Davod Hezari, Vahid Edalatpour:
Generalized successive overrelaxation iterative method for a class of complex symmetric linear system of equations. 802-815 - Quanhong Yu, Hongjiong Tian, Jiaoxun Kuang:
Asymptotic stability of general linear methods for systems of linear neutral delay differential-algebraic equations. 816-835 - Na Li, Huijie Zhao, Ping Huang, Guorui Jia, Xiao Bai:
A novel logistic multi-class supervised classification model based on multi-fractal spectrum parameters for hyperspectral data. 836-849 - S.-Y. Chen, Y.-S. Wang, Bor-Wen Jeng, Cheng-Sheng Chien:
Multi-parameter continuation and collocation methods for rotating multi-component Bose-Einstein condensates. 850-871
Volume 92, Number 5, 2015
- Xin Chen, Ning Ding, György Dósa, Xin Han, He Jiang:
Online hierarchical scheduling on two machines with known total size of low-hierarchy jobs. 873-881 - Tadeusz Antczak:
Saddle point criteria and Wolfe duality in nonsmooth (Φ, ρ)-invex vector optimization problems with inequality and equality constraints. 882-907 - Natalie Schluter:
Restarting automata with auxiliary symbols restricted by lookahead size. 908-938 - Jizhong Wang, Jiangbo Yu, Qiang Zhou, Yuqiang Wu:
Global robust output tracking control for a class of cascade nonlinear systems with unknown control directions. 939-953 - Dong-Yuh Yang, Jau-Chuan Ke, Chia-Huang Wu:
The multi-server retrial system with Bernoulli feedback and starting failures. 954-969
- Zhibo Wang, Seakweng Vong:
A high-order ADI scheme for the two-dimensional time fractional diffusion-wave equation. 970-979 - Shahrokh Esmaeili, Roberto Garrappa:
A pseudo-spectral scheme for the approximate solution of a time-fractional diffusion equation. 980-994 - David A. Voss, Abdul-Qayyum M. Khaliq:
Split-step Adams-Moulton Milstein methods for systems of stiff stochastic differential equations. 995-1011 - Yu-Qin Bai, An-Qiang Wang:
An acceleration of preconditioned generalized accelerated over relaxation methods for systems of linear equations. 1012-1024 - Xiaoli Feng, Wantao Ning:
A wavelet regularization method for solving numerical analytic continuation. 1025-1038 - Tian-Jun Wang:
Generalized Laguerre spectral method for Fisher's equation on a semi-infinite interval. 1039-1052 - R. C. Mittal, Amit Tripathi:
Numerical solutions of generalized Burgers-Fisher and generalized Burgers-Huxley equations using collocation of cubic B-splines. 1053-1077 - Sébastien Leclaire:
Forward and backward finite differences for isotropic gradients on a square lattice derived from a rectangular lattice formulation. 1078-1085 - Changjin Xu, Qiming Zhang:
Anti-periodic solutions in a ring of four neurons with multiple delays. 1086-1100
Volume 92, Number 6, 2015
- Yunquan Ke, Chunfang Miao:
Stability analysis of fractional-order Cohen-Grossberg neural networks with time delay. 1102-1113 - Jing Li, Di Liu, Yuxing Yang, Jun Yuan:
One-to-one disjoint path covers on multi-dimensional tori. 1114-1123 - Sergio Bermudo, L. De la Torre, A. M. Martín-Caraballo, José María Sigarreta:
The differential of the strong product graphs. 1124-1134 - Stefan Glock:
On the f-matching polytope and the fractional f-chromatic index. 1135-1142 - Guangdeng Zong, Qingzhi Wang:
Robust resilient control for impulsive switched systems under asynchronous switching. 1143-1159
- Hong Sun, Zhi-Zhong Sun:
On two linearized difference schemes for Burgers' equation. 1160-1179 - Weizhang Huang:
Unconditionally stable high-order time integration for moving mesh finite difference solution of linear convection-diffusion equations. 1180-1203 - Anuradha Jha, Mohan K. Kadalbajoo:
A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems. 1204-1221 - Frédéric Magoulès, Abal-Kassim Cheik Ahamed, Roman Putanowicz:
Auto-tuned Krylov methods on cluster of graphics processing unit. 1222-1250 - Jianping Zhang, Ke Chen, Derek A. Gould:
A fast algorithm for automatic segmentation and extraction of a single object by active surfaces. 1251-1274 - Zhijun Meng, Lifeng Wang, Hao Li, Wei Zhang:
Legendre wavelets method for solving fractional integro-differential equations. 1275-1291 - Shuilian Xie, Hongru Xu, Yuping Zeng:
A monotone Newton multisplitting method for the nonlinear complementarity problem with a nonlinear source term. 1292-1302 - Miodrag S. Petkovic, Lidija Rancic:
On the guaranteed convergence of a cubically convergent Weierstrass-like root-finding method. 1303-1312
Volume 92, Number 7, 2015
- Rouzbeh Behnia, Swee-Huay Heng, Che-Sheng Gan:
An efficient certificateless undeniable signature scheme. 1313-1328 - Ping Liu, Jialin Hou:
Generalized Julia set in coupled map lattice and its coupling and synchronization. 1329-1344 - Weihua Yang, Hengzhe Li, Wei-Hua He:
Edge-fault-tolerant bipancyclicity of Cayley graphs generated by transposition-generating trees. 1345-1352 - Feng Guo, Hong-Chan Zheng, Guo-Hua Peng:
Multiresolution representation for curves based on ternary subdivision schemes. 1353-1372
- H. Altundag, Christine Böckmann, H. Taseli:
Inverse Sturm-Liouville problems with pseudospectral methods. 1373-1384 - Hongjin He, Xingju Cai, Deren Han:
A class of nonlinear proximal point algorithms for variational inequality problems. 1385-1401 - Taher Abualrub, Marwan Abukhaled:
Wavelets approach for optimal boundary control of cellular uptake in tissue engineering. 1402-1412 - Xu Xiang, Lizhi Cheng:
An accelerated randomized Kaczmarz method via low-rank approximation. 1413-1421 - Zhangxin Chen, Hui Liu, Bo Yang:
Accelerating iterative linear solvers using multiple graphical processing units. 1422-1438 - Qun Liu, Fanhai Zeng, Changpin Li:
Finite difference method for time-space-fractional Schrödinger equation. 1439-1451 - Hammad Khalil, Rahmat Ali Khan:
The use of Jacobi polynomials in the numerical solution of coupled system of fractional differential equations. 1452-1472 - Min Li, Zhikai Jiang, Zhangjin Zhou:
Dual-primal proximal point algorithms for extended convex programming. 1473-1495 - Shahid S. Siddiqi, Saima Arshed:
Numerical solution of time-fractional fourth-order partial differential equations. 1496-1518
Volume 92, Number 8, 2015
- Ji-Jian Chin, Syh-Yuan Tan, Swee-Huay Heng, Raphael C.-W. Phan, Rouzbeh Behnia:
A provable secure pairing-free certificateless identification scheme. 1520-1535 - Dohan Kim:
Group-theoretical vector space model. 1536-1550 - Taha Ghasemi, Mohammadreza Razzazi:
On capacitated covering with unit balls. 1551-1567 - Thomas W. Cusick:
Permutation equivalence of cubic rotation symmetric Boolean functions. 1568-1573
- R. K. Mohanty, Weizhong Dai, Fei Han:
A new high accuracy method for two-dimensional biharmonic equation with nonlinear third derivative terms: application to Navier-Stokes equations of motion. 1574-1590 - Bin Lin:
Non-polynomial splines method for numerical solutions of the regularized long wave equation. 1591-1607 - Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi:
Application of the local radial basis function-based finite difference method for pricing American options. 1608-1624 - Yigui Ou, Yuanwen Liu:
A memory gradient method for non-smooth convex optimization. 1625-1642 - R. C. Mittal, Harpreet Kaur, Vinod Mishra:
Haar wavelet-based numerical investigation of coupled viscous Burgers' equation. 1643-1659 - Peng Wang, Detong Zhu:
An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints. 1660-1687 - Fatemeh Zarmehi, Ali Tavakoli:
Construction of the matched multiple knot B-spline wavelets on a bounded interval. 1688-1714 - Mingxu Yi, Jun Huang:
CAS wavelet method for solving the fractional integro-differential equation with a weakly singular kernel. 1715-1728
Volume 92, Number 9, 2015
Editorial
- Luis Bayón, Raquel García-Rubio:
New computational and statistical models in science and economics. 1729-1732
- V. Alba Fernández, María-Dolores Jiménez-Gamero:
Testing for a class of bivariate exponential distributions. 1733-1754 - Nadia M. G. Al-Saidi, N. A. Rajab, Mohamad Rushdan Md. Said, K. A. Kadhim:
Perfect secret sharing scheme based on vertex domination set. 1755-1763 - J. A. Álvarez, M. A. Lodroman, Juan Antonio López Ramos:
A blind signature-based protocol for tracing traitors. 1764-1774 - Yu. A. Anikin, O. I. Dodulad, Yu. Yu. Kloss, F. G. Tcheremissine:
Method of calculating the collision integral and solution of the Boltzmann kinetic equation for simple gases, gas mixtures and gases with rotational degrees of freedom. 1775-1789 - Santiago Artidiello, Alicia Cordero, Juan R. Torregrosa, María P. Vassileva:
Two weighted eight-order classes of iterative root-finding methods. 1790-1805 - Ismail Aydogdu, Taher Abualrub, Irfan Siap:
On ℤ2ℤ2[u]-additive codes. 1806-1814 - Beatriz Campos, Alicia Cordero, Juan R. Torregrosa, Pura Vindel:
Dynamics of the family of c-iterative methods. 1815-1825 - Roberto Cavoretto, Alessandra De Rossi, Emma Perracchione, Ezio Venturino:
Reliable approximation of separatrix manifolds in competition models with safety niches. 1826-1837 - Manuel Ceballos, Juan Núñez, Ángel F. Tenorio:
Algorithmic procedure to compute abelian subalgebras and ideals of maximal dimension of Leibniz algebras. 1838-1854 - Rob H. De Staelen, K. Beddek:
Sensitivity analysis and variance reduction in a stochastic non-destructive testing problem. 1874-1882 - Arzu Erdem:
A numerical method based on the polynomial regression for the inverse diffusion problem. 1883-1894 - Valery V. Kozlov, Alexander P. Buslaev, Alexander G. Tatashev:
Monotonic walks on a necklace and a coloured dynamic vector. 1910-1920 - Taher Lotfi, Parisa Bakhtiari, Alicia Cordero, Katayoun Mahdiani, Juan R. Torregrosa:
Some new efficient multipoint iterative methods for solving nonlinear systems of equations. 1921-1934 - Luís Machado, M. Teresa T. Monteiro:
Geodesic regression on spheres from a numerical optimization viewpoint. 1935-1945 - Pedro Molina, Luis Gavete, M. Lucía Gavete, Francisco Ureña, Juan José Benito:
A finite volume-finite difference method with a stiff ordinary differential equation solver for advection-diffusion-reaction equation. 1946-1955 - Ginés Moreno, Jaime Penabad, Carlos Vázquez:
Beyond multi-adjoint logic programming. 1956-1975 - Elif Segah Oztas, Irfan Siap:
On a generalization of lifted polynomials over finite fields and their applications to DNA codes. 1976-1988 - Pelayo Quirós, Pedro Alonso, Irene Díaz, Susana Montes:
Protecting data: a fuzzy approach. 1989-2000 - Efraim Shmerling:
Algorithms for generating random variables with a rational probability-generating function. 2001-2010 - M. Alper Tunga:
A new approach for multivariate data modelling in orthogonal geometry. 2011-2021
Volume 92, Number 10, 2015
- Xiaoyun Xia, Yuren Zhou, Xinsheng Lai:
On the analysis of the (1+1) evolutionary algorithm for the maximum leaf spanning tree problem. 2023-2035 - Qiong Fan, Shuchao Li, Qin Zhao:
Extremal values on the harmonic number of trees. 2036-2050 - Yunqing Xu, Guohao Liu:
Classification of quasigroups based on period factors. 2051-2065 - Ranjeet Kumar Rout, Pabitra Pal Choudhury, Sudhakar Sahoo, Camellia Ray:
Partitioning 1-variable Boolean functions for various classification of n-variable Boolean functions. 2066-2090
- Huailing Song:
Energy stable and large time-stepping methods for the Cahn-Hilliard equation. 2091-2108 - Jorge Eduardo Macías-Díaz:
An integro-differential generalization and dynamically consistent discretizations of some hyperbolic models with nonlinear damping. 2109-2120 - Gamze Yuksel, Osman Rasit Isik, Mehmet Sezer:
Error analysis of the Chebyshev collocation method for linear second-order partial differential equations. 2121-2138 - R. C. Mittal, Rachna Bhatia:
Numerical solution of nonlinear system of Klein-Gordon equations by cubic B-spline collocation method. 2139-2159 - Yuanpeng Zhu, Xuli Han:
Shape preserving C2 rational quartic interpolation spline with two parameters. 2160-2177 - Hongbin Chen, Da Xu, Yulong Peng:
An alternating direction implicit fractional trapezoidal rule type difference scheme for the two-dimensional fractional evolution equation. 2178-2197 - Wendi Qin, Deqiong Ding, Xiaohua Ding:
Unconditionally positivity and boundedness preserving schemes for a FitzHugh-Nagumo equation. 2198-2218
Volume 92, Number 11, 2015
- Sihong Su:
Construction of balanced even-variable Boolean functions with optimal algebraic immunity. 2219-2232 - Yinglei Song:
On the independent set problem in random graphs. 2233-2242 - Byeong Moon Kim, Yoomi Rho, Byung Chul Song:
L(h, k)-labelling for octagonal grid. 2243-2250
- Xiufeng Miao, Longsuo Li:
Adaptive observer-based control for a class of nonlinear stochastic systems. 2251-2260 - Yaping Hu, Zengxin Wei:
Wei-Yao-Liu conjugate gradient projection algorithm for nonlinear monotone equations with convex constraints. 2261-2272 - Haijun Peng, Qiang Gao, Zhi-Gang Wu, Wanxie Zhong:
Symplectic algorithms with mesh refinement for a hypersensitive optimal control problem. 2273-2289 - Rui Du, Zhi-Zhong Sun, Guang-hua Gao:
A second-order linearized three-level backward Euler scheme for a class of nonlinear expitaxial growth model. 2290-2309 - Davood Ahmadian, Luca Vincenzo Ballestra:
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. 2310-2328 - Jiming Yang:
Error analysis of a two-grid discontinuous Galerkin method for non-linear parabolic equations. 2329-2342
Volume 92, Number 12, 2015
Editorial
- Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen:
Editorial. 2345-2346
- Desmond J. Higham:
An introduction to multilevel Monte Carlo for option valuation. 2347-2360 - Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao:
BENCHOP - The BENCHmarking project in option pricing. 2361-2379 - Andrey Itkin, Alexander Lipton:
Efficient solution of structural default models with correlated jumps and mutual obligations. 2380-2405 - Fei Cong, Cornelis W. Oosterlee:
Pricing Bermudan options under Merton jump-diffusion asset dynamics. 2406-2432 - Álvaro Leitao, Cornelis W. Oosterlee:
GPU acceleration of the stochastic grid bundling method for early-exercise options. 2433-2454 - Shuhua Chang, Jinghuan Li:
Fitted finite volume method for pricing CO2 futures option based on the underlying with non-log-normal distribution. 2455-2474 - Radoslav L. Valkov:
Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation. 2475-2497 - Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth:
A meshless method for Asian style options pricing under the Merton jump-diffusion model. 2498-2514 - Lina von Sydow, Jari Toivanen, C. Zhang:
Adaptive finite differences and IMEX time-stepping to price options under Bates model. 2515-2529 - Muhammad S. Yousuf, Abdul-Qayyum M. Khaliq, R. H. Liu:
Pricing American options under multi-state regime switching with an efficient L- stable method. 2530-2550 - Youfa Sun:
Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model. 2551-2574 - R. H. Liu, D. Nguyen:
A tree approach to options pricing under regime-switching jump diffusion models. 2575-2595 - Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei:
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. 2596-2614 - Shuhua Chang, Wenguang Tang:
Modelling and computation of optimal decision for farmers leasing lands. 2615-2633
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