Concepedia
Frontiers of Mathematics in China · 2014 · 15 citations · 24 references
Numerical AnalysisFinite Element MethodOption PricingEngineeringVariational AnalysisAmerican OptionsBoundary Element MethodNumerical Method For Partial Differential Equation
24
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations
Option Pricing, Liability (Financial Accounting), Asset Pricing +11
A perfectly matched layer for the absorption of electromagnetic waves
Jean-Pierre Bérenger · Journal of Computational Physics · 1994 · 9.8K citations
Electromagnetic Wave, Photonics, Engineering +9
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.1K citations
Mathematical Programming, Option Pricing, Asset Pricing +5
Three-Dimensional Perfectly Matched Layer for the Absorption of Electromagnetic Waves
Jean-Pierre Bérenger · Journal of Computational Physics · 1996 · 961 citations
A weak Galerkin finite element method for second-order elliptic problems
Junping Wang, Xiu Ye · Journal of Computational and Applied Mathematics · 2012 · 618 citations
Numerical Analysis, Finite Element Method, Method Of Fundamental Solution +6