THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES von CHIARELLA, CARL, KANG, BODA, MEYER, GUNTER H., ZIOGAS, ANDREW

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The evaluation of barrier option prices under stochastic volatility von Chiarella, Carl, Kang, Boda, Meyer, Gunter H.

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Initial value methods for boundary value problems: theory and application of invariant imbedding von Torokhti, Anatoli, Howlett, Phil

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THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING von MEYER, GUNTER H.

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Initial Value Methods for Boundary Value Problems von Meyer, Gunter H

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Computational Methods for Derivatives with Early Exercise Features von Chiarella, Carl, Kang, Boda, Meyer, Gunter, Ziogas, Andrew

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Continuous orthonormalization for boundary value problems von Meyer, Gunter H

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Continuous Orthonormalization for Multi-Point Problems for Linear Ordinary Differential Equations von Meyer, Gunter H.

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Multidimensional Stefan Problems von Meyer, Gunter H.

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The Method of Lines and Invariant Imbedding for Elliptic and Parabolic Free Boundary Problems von Meyer, Gunter H.

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Hele-shaw flow with a cusping free boundary von Meyer, Gunter H

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An Analysis of the Method of Lines for the Reynolds Equation in Hydrodynamic Lubrication von Meyer, Gunter H.

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On Solving Nonlinear Equations with a One-Parameter Operator Imbedding von Meyer, Gunter H.

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A Numerical Method for Two-Phase Stefan Problems von Meyer, Gunter H.

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On Fixed Time Control Problems in a Banach Space von Meyer, Gunter H

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Free boundary problems with nonlinear source terms von MEYER, G. H

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The numerical solution of Stefan problems with front-tracking and smoothing methods von Meyer, Gunter H.

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An alternating direction method for multi-dimensional parabolic free surface problems von Meyer, Gunter H.

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The method of lines for Poisson's equation with nonlinear or free boundary conditions von Meyer, Gunter H.

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Heat transfer during fluidized-bed coating von Meyer, Gunter H.

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