Pages that link to "Item:Q970405"

The following pages link to Exponential Rosenbrock integrators for option pricing (Q970405):

Displaying 8 items.

• Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
• A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (Q2293593) (← links)
• Efficient exponential time integration for simulating nonlinear coupled oscillators (Q2656090) (← links)
• A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (Q4985195) (← links)
• Exponential Rosenbrock Methods and Their Application in Visual Computing (Q5014041) (← links)
• (Q5230864) (← links)
• Exponential Additive Runge-Kutta Methods for Semi-Linear Differential Equations (Q5372101) (← links)
• Efficient exponential Rosenbrock methods till order four (Q6591543) (← links)