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On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities

Huang, C.- S.; Hung, C. - H.; Wang et al.

IMA Journal of Numerical Analysis. 2010;30(4):1101-1120. DOI:10.1093/imanum/drp016

Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems II: strongly monotone quasi-Newtonian flows

Congreve, S.; Houston, P.; Suli et al.

IMA Journal of Numerical Analysis. 2013;33(4):1386-1415. DOI:10.1093/imanum/drs046

Accelerated Hermitian and skew-Hermitian splitting iteration methods for saddle-point problems

Bai, Z.-Z.; Golub, G. H.

IMA Journal of Numerical Analysis. 2006;27(1):1-23. DOI:10.1093/imanum/drl017

Discretization of forward-backward stochastic differential equations and related quasi-linear parabolic equations

Milstein, G. N.; Tretyakov, M. V.

IMA Journal of Numerical Analysis. 2006;27(1):24-44. DOI:10.1093/imanum/drl019

Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

Kruse, R.

IMA Journal of Numerical Analysis. 2014;34(1):217-251. DOI:10.1093/imanum/drs055

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