AKERS, B. F. and AMBROSE, D. M.; Efficient computation of coordinate-free models of flame fronts 58

AMBROSE, D. M.; see Akers, B. F. 58

ASADI-MEHREGAN, F.; see Assari, P. 469

ASSARI, P., ASADI-MEHREGAN, F. and DEHGHAN, M.; A meshless local Galerkin integral equation method for solving a type of Darboux problems based on radial basis functions 469

DALLASTON, M. C.; see Morrow, L. C. 269

DEHGHAN, M.; see Assari, P. 469

FORBES, L. K., WALTERS, S. J. and HOCKING, G. C.; Ideal planar fluid flow over a submerged obstacle: Review and extension 377

FUKASAWA, M., MAEDA, H. and SEKINE, J.; On optimal thresholds for pairs trading in a one-dimensional diffusion model 104

GALLOWAY, D. and IVERS, D.; Slow-burning instabilities of DuFort–Frankel finite differencing 23

HAN, Y., LI, Z., and LIU, C.; Option pricing under the fractional stochastic volatility model 123

HE, X.-J.; see Zhu, S.-P. 101

HE, X.-J. and LIN, S.; An analytical approximation formula for the pricing of credit default swaps with regime switching 143

HOCKING, G. C.; see Forbes, L. K. 377

IVERS, D.; see Galloway, D. 23

IYANIWURA, S. and WARD, M. J.; Asymptotic analysis for the mean first passage time in finite or spatially periodic 2D domains with a cluster of small traps 1

JENA, J. and MITTAL, S.; Interaction of a singular surface with a strong shock in the interstellar gas clouds 342

LAMICHHANE, B. P.; see Maldon, B. 420

LI, Z. and ZHANG, K.; Stochastic model predictive control for spacecraft rendezvous and docking via a distributionally robust optimization approach 39

LI, Z.; see Han, Y. 123

LIANG, Z.; see Zhang, C. 308

LIN, S.; see He, X.-J. 143

LIU, C.; see Han, Y. 123

LU, X.; see Zhu, S.-P. 101

LU, X. and PUTRI, E. R. M.; Finite maturity American-style stock loans with regime-switching volatility 163

MAEDA, H.; see Fukasawa, M. 104

MALDON, B., LAMICHHANE, B. P. and THAMWATTANA, N.; Numerical solutions to a fractional diffusion equation used in modelling dye-sensitized solar cells 420

MAULANA, A. S. and PUDJAPRASETYA, S. R.; Analysis of cell transmission model for traffic flow simulation with application to network traffic 84

MCCUE, S. W.; see Morrow, L. C. 269

MEKCHAY, K.; see Nonsoong, P. 178

MIJIDDORJ, R. and ZHANLAV, T.; Algorithm to construct integro splines 359

MITTAL, S.; see Jena, J. 342

MORONEY, T. J.; see Morrow, L. C. 269

MORROW, L. C., MORONEY, T. J., DALLASTON, M. C. and MCCUE, S. W.; A review of one-phase Hele-Shaw flows and a level-set method for nonstandard configurations 269

NDISABIYE, D., WATERS, E. K., GORE, R. and SIDHU, H.; Do poor environmental conditions drive trachoma transmission in Burundi? A mathematical modelling study 434

NONSOONG, P., MEKCHAY, K. and RUJIVAN, S.; An analytical option pricing formula for mean-reverting asset with time-dependent parameter 178

PATKOWSKI, A. E.; A note on the axisymmetric diffusion equation 333

PUDJAPRASETYA, S. R.; see Maulana, A. S. 84

PUTRI, E. R. M.; see Lu, X. 163

RODRIGO, M. R.; Bounds on the critical times for the general Fisher–KPP equation 448

RUJIVAN, S.; see Nonsoong, P. 178

SEKINE, J.; see Fukasawa, M. 104

SIDHU, H.; see Ndisabiye, D. 434

TANGMAN, D. Y.; see Tour, G. 228

THAKOOR, N.; Localized radial basis functions for no-arbitrage pricing of options under stochastic alpha–beta–rho dynamics 203

THAKOOR, N.; see Tour, G. 228

THAMWATTANA, N.; see Maldon, B. 420

TOUR, G., THAKOOR, N. and TANGMAN, D. Y.; Spectrally accurate option pricing under the time-fractional Black–Scholes model 228

VAN BRUNT, B.; see Zaidi, A. A. 70

WALTERS, S. J.; see Forbes, L. K. 377

WANG, X., WU, S.-J. and YUE, X.; Pricing timer options: Second-order multiscale stochastic volatility asymptotics 249

WARD, M. J.; see Iyaniwura, S. 1

WATERS, E. K.; see Ndisabiye, D. 434

WU, S.-J.; see Wang, X. 249

YUEN, K. C.; see Zhang, C. 308

ZAIDI, A. A. and VAN BRUNT, B.; Asymmetrical cell division with exponential growth 70

ZHANG, C., LIANG, Z. and YUEN, K. C.; Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process 308

ZHANG, K.; see Li, Z. 39

ZHANLAV, T.; see Mijiddorj, R. 359

ZHU, S.-P., LU, X. and HE, X.-J.; Editorial: Special issue on financial mathematics and quantitative finance 101