High order difference schemes for unsteady one-dimensional diffusion-convection problems

High order ADI method for solving unsteady convection-diffusion problems

Journal of Computational Physics

Short note: A high-order Padé ADI method for unsteady convection-diffusion equations

Journal of Computational Physics

A fourth-order compact ADI method for solving two-dimensional unsteady convection-diffusion problems

Journal of Computational and Applied Mathematics

On the numerical solution of nonlinear Black-Scholes equations

Computers & Mathematics with Applications

A high-order ADI method for parabolic problems with variable coefficients

International Journal of Computer Mathematics

High-order compact scheme for solving nonlinear Black-Scholes equation with transaction cost

International Journal of Computer Mathematics - SPECIAL ISSUE ON FINANCIAL DERIVATIVES

Two-level compact implicit schemes for three-dimensional parabolic problems

Computers & Mathematics with Applications

A high-order exponential scheme for solving 1D unsteady convection-diffusion equations

Journal of Computational and Applied Mathematics