Initial value methods for boundary value problemsde Gunter H. MeyerMateriasBoundary value problemsInitial value problemsInvariant imbeddingNumerical solutionsMatematica Da ComputacaoAnfangswertproblemProblèmes aux limitesProblèmes aux valeurs initialesSolutions numériquesPlongement invariant
NNumerical Solution of the American Option Pricing ProblemNumerical Solution of the American Option Pricing Problem
TTime-Discrete Method of Lines for Options and BondsTime-Discrete Method of Lines for Options and Bonds
SSeparation of Variables for Partial Differential EquationsSeparation of Variables for Partial Differential Equations