A distributed algorithm for European options with nonlinear volatility
Lai, C.-H., Parrott, A.K., Rout, S., Honnor, M.E.
Published in Computers & mathematics with applications (1987) (01.04.2005)
Published in Computers & mathematics with applications (1987) (01.04.2005)
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Journal Article
A dual reciprocity method for phase change problems
KANE, S. J, DAVIES, A. J, HONNOR, M. E
Published in International series on advances in boundary elements (2004)
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Published in International series on advances in boundary elements (2004)
Conference Proceeding
Numerical evaluation of the two-dimensional partition of unity boundary integrals for Helmholtz problems: Eighth International Conference on Mathematical and Numerical Aspects of Waves (Waves 2007)
HONNOR, M. E, TREVELYAN, J, HUYBRECHS, D
Published in Journal of computational and applied mathematics (2010)
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Published in Journal of computational and applied mathematics (2010)
Journal Article
Nonlinear transient field problems with phase change using the generalized Newmark dual reciprocity boundary element method
Honnor, M E, Davies, A J, Kane, S J
Published in Twenty-Fifth International Conference on the Boundary Element Method (BEM XXV); Split; Croatia; 2003 (01.01.2003)
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Published in Twenty-Fifth International Conference on the Boundary Element Method (BEM XXV); Split; Croatia; 2003 (01.01.2003)
Conference Proceeding
A boundary element method for phase change problems
Davies, A J, Honnor, M E, Kane, S J
Published in 7th International Conference on Computational Modelling of Free and Moving Boundaries; Sante Fe, NM; USA; 4-6 Nov. 2003 (04.11.2003)
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Published in 7th International Conference on Computational Modelling of Free and Moving Boundaries; Sante Fe, NM; USA; 4-6 Nov. 2003 (04.11.2003)
Conference Proceeding