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20092023
most citedA numerical method for the quasi-incompressible Cahn-Hilliard-Navier-Stokes equations for variable density flows with a discrete energy law

111 citations · 258 across the 20 of their papers we have counts for

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q-fin.CP2015

Pricing Two-asset Options under Exponential Lévy Model Using a Finite Element Method

Xun Li, Ping Lin, Xue-Cheng Tai +1

This article presents a finite element method (FEM) for a partial integro-differential equation (PIDE) to price two-asset options with underlying price processes modeled by an expo…