Generalized trapezoidal formulas for valuing American optionsM. M. Chawla, Mansour Al-Zanaidi, David J. EvansInt. J. Comput. Math.2004

A Linearly Implicit One-Step Time Integration Scheme for Nonlinear Hyperbolic Equations in Two Space DimensionsM. M. Chawla, Mansour Al-ZanaidiInt. J. Comput. Math.2003

Generalized trapezoidal formulas for the black-scholes equation of option pricingM. M. Chawla, Mansour Al-Zanaidi, David J. EvansInt. J. Comput. Math.2003

Generalized Trapezoidal Formulas for the Symmetric Heat Equation in Polar CoordinatesM. M. Chawla, Mansour Al-Zanaidi, David J. EvansInt. J. Comput. Math.2002

Generalized Trapezoidal Formulas for the Symmetric Heat Equation in Polar Coordinates II. The Case of Point SourcesM. M. Chawla, Mansour Al-Zanaidi, David J. EvansInt. J. Comput. Math.2002

A high-accuracy box scheme for first-order systems of hyperbolic conservation lawsMansour Al-Zanaidi, M. M. ChawlaNeural Parallel & Scientific Comp.2002

A linearly implicit time integration scheme for the Burgers' equationM. M. Chawla, Mansour Al-ZanaidiNeural Parallel & Scientific Comp.2001

An alternating direction generalized trapezoidal formula scheme for parabolic differential equations in two space dimensionsM. M. Chawla, Mansour Al-Zanaidi, David J. EvansInt. J. Comput. Math.2001

Lod generalized trapezoidal formula schemes for parabolic differential equations in two space dimensionsM. M. Chawla, Mansour Al-Zanaidi, David J. EvansInt. J. Comput. Math.2001

Linearized box schemes for first-order systems of hyperbolic conversation lawsM. M. Chawla, Mansour Al-ZanaidiNeural Parallel & Scientific Comp.2001