B. Kleefeld
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Extrapolated stabilized explicit Runge-Kutta methods Journal of Computational Physics | 2017-10-26 | Paper |
| Stabilized explicit Runge-Kutta methods for multi-asset American options Computers & Mathematics with Applications | 2016-09-27 | Paper |
| SERK2v3: Solving mildly stiff nonlinear partial differential equations Journal of Computational and Applied Mathematics | 2016-02-15 | Paper |
| The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost International Journal of Computer Mathematics | 2013-01-22 | Paper |
| SERK2v2: A new second-order stabilized explicit Runge-Kutta method for stiff problems Numerical Methods for Partial Differential Equations | 2013-01-21 | Paper |
| An ETD Crank-Nicolson method for reaction-diffusion systems Numerical Methods for Partial Differential Equations | 2012-09-11 | Paper |
Research outcomes over time
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