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Granville Sewell
Publication Activity (10 Years)
Years Active: 1982-2016
Publications (10 Years): 1
Top Topics
Greedy Algorithm
Diffusion Models
State Dependent
Option Pricing
Top Venues
Comput. Math. Appl.
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Publications
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Duy-Minh Dang
,
Duy Nguyen
,
Granville Sewell
Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models.
Comput. Math. Appl.
71 (1) (2016)
Granville Sewell
Solving PDEs in non-rectangular 3D regions using a collocation finite element method.
Adv. Eng. Softw.
41 (5) (2010)
Granville Sewell
Algorithm 657: software for plotting contour surfaces of a function of three var.
ACM Trans. Math. Softw.
14 (1) (1988)
Granville Sewell
Plotting contour surfaces of a function of three variables.
ACM Trans. Math. Softw.
14 (1) (1988)
Granville Sewell
TWODEPEP, a Small General Purpose Finite Element Program.
Angew. Inform.
24 (4) (1982)