7

An Efficient Semi-Analytical Simulation for the Heston Model

Year:
2014
Language:
english
File:
PDF, 220 KB
english, 2014
11

High order method for Black–Scholes PDE

Year:
2017
Language:
english
File:
PDF, 335 KB
english, 2017
15

Dissipativity of θ-methods for nonlinear delay differential equations of neutral type

Year:
2009
Language:
english
File:
PDF, 227 KB
english, 2009
23

Dissipativity of linear θ-methods for integro-differential equations

Year:
2006
Language:
english
File:
PDF, 421 KB
english, 2006
25

Convergence of one-leg methods for singular perturbation problems with delays

Year:
2002
Language:
english
File:
PDF, 391 KB
english, 2002
32

A class of symplectic partitioned Runge–Kutta methods

Year:
2013
Language:
english
File:
PDF, 419 KB
english, 2013
43

An improved Milstein method for stiff stochastic differential equations

Year:
2015
Language:
english
File:
PDF, 1.59 MB
english, 2015
44

Analytical approximation for distorted expectations

Year:
2015
Language:
english
File:
PDF, 380 KB
english, 2015
45

Model of Network-on-Chip routers and performance analysis

Year:
2011
Language:
english
File:
PDF, 298 KB
english, 2011