Mathematics – Numerical Analysis
Scientist
Mathematics
Numerical Analysis
Scientist
Inst. of Applied Mathematics, Faculty of Math and Physics, Comenius University, 842 15, Bratislava, Slovak Republic
A simple, fast and stabilized flowing finite volume method for solving general curve evolution equations
An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation
Application of a curvature adjusted method in image segmentation
Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
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