Partial Differential Equations & Numerical Schemes for Derivatives Pricing: Finite Difference, Element, and Spectral Methods Options, Rates, Structured Products

Numerical Methods for Partial Differential Equations: Finite Difference and Volume

Numerical Partial Differential Equations: Finite Difference Methods (Texts in Applied Mathematics, 22, Band 22)

Numerical Methods for Partial Differential Equations (Springer Undergraduate Mathematics Series)

Mathematical and Numerical Methods for Partial Differential Equations: Applications Engineering Sciences (Mathematical Engineering)