Stephen O'Sullivan
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Person:2220606
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 |
|---|---|---|
| Runge-Kutta-Gegenbauer explicit methods for advection-diffusion problems Journal of Computational Physics | 2021-01-25 | Paper |
| Factorized Runge-Kutta-Chebyshev Methods | 2017-02-10 | Paper |
| A class of high-order Runge-Kutta-Chebyshev stability polynomials Journal of Computational Physics | 2016-12-05 | Paper |
| Pricing European and American options in the Heston model with accelerated explicit finite differencing methods International Journal of Theoretical and Applied Finance | 2013-07-24 | Paper |
| On the acceleration of explicit finite difference methods for option pricing Quantitative Finance | 2013-06-27 | Paper |
| A stability study of a new explicit numerical scheme for a system of differential equations with a large skew-symmetric component SIAM Journal on Numerical Analysis | 2011-09-14 | Paper |
Research outcomes over time
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