Compact finite difference method for integro-differential equations
- 1 June 2006
- journal article
- Published by Elsevier in Applied Mathematics and Computation
- Vol. 177 (1) , 271-288
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Non-parametric calibration of jump–diffusion option pricing modelsJournal of Computational Finance, 2004
- A Taylor Collocation Method for the Solution of Linear Integro-Differential EquationsInternational Journal of Computer Mathematics, 2002
- A higher-order finite difference method for solving a system of integro-differential equationsJournal of Computational and Applied Mathematics, 2000
- The exponential stabilization of the higher-dimensional linear system of thermoviscoelasticityJournal de Mathématiques Pures et Appliquées, 1998
- Boundary value problems for second order integro-differential equations of Fredholm typeJournal of Computational and Applied Mathematics, 1996