Mathematics
Jump-diffusion Process
94%
Option Pricing
81%
Finite Volume Method
76%
American Options
44%
Complementarity Problem
40%
Option Valuation
26%
Partial
23%
Crank-Nicolson Scheme
23%
European Options
22%
Partial Integro-differential Equation
22%
M-matrix
19%
Finite Volume Scheme
19%
Term
18%
Time Discretization
18%
Penalty
16%
Robustness
14%
Discretization
12%
Numerical Methods
12%
Evaluation
12%
Numerical Experiment
12%
Iteration
11%
Model
5%
Engineering & Materials Science
Integrodifferential equations
100%
Finite volume method
76%
Iterative methods
74%
Fast Fourier transforms
66%
Numerical methods
61%
Costs
26%
Experiments
24%