Kenneth R. Jackson

Available identifiers

zbMath Open jackson.kenneth-rMaRDI QIDQ344298

List of research outcomes

Publication	Date of Publication	Type
Backward simulation of multivariate mixed Poisson processes	2022-03-24	Paper
Mixing LSMC and PDE Methods to Price Bermudan Options	2020-06-08	Paper
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance	2018-09-18	Paper
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models	2018-04-06	Paper
A neural network approach to efficient valuation of large portfolios of variable annuities	2016-12-13	Paper
Efficient valuation of SCR via a neural network approach	2016-11-22	Paper
Adaptive time-stepping for the strong numerical solution of stochastic differential equations	2015-04-16	Paper
https://portal.mardi4nfdi.de/entity/Q3102952	2011-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q3102957	2011-11-25	Paper
Fourier space time-stepping for option pricing with Lévy models	2009-04-28	Paper
A Fast Shadowing Algorithm for High-Dimensional ODE Systems	2008-08-01	Paper
On Taylor Model Based Integration of ODEs	2008-03-10	Paper
Rigorous high-dimensional shadowing using containment: the general case	2006-07-06	Paper
Quadratic spline methods for the shallow water equations on the sphere: Galerkin	2006-06-30	Paper
Quadratic spline methods for the shallow water equations on the sphere: Collocation	2006-06-30	Paper
A survey of shadowing methods for numerical solutions of ordinary differential equations	2005-04-21	Paper
Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment	2004-01-18	Paper
Some recent advances in validated methods for IVPs for ODEs	2002-08-22	Paper
An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE	2002-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q2765425	2002-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q4945563	2000-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q4949367	2000-05-08	Paper
Validated solutions of initial value problems for ordinary differential equations	2000-04-03	Paper
An interval Hermite-Obreschkoff method for computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation	2000-03-22	Paper
DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers	1998-04-27	Paper
Runge-Kutta research at Toronto	1997-09-17	Paper
An analysis of the order of Runge-Kutta methods that use an iterative scheme to compute their internal stage values	1997-03-11	Paper
The numerical solution of large systems of stiff IVPs for ODEs	1996-12-05	Paper
The Potential for Parallelism in Runge–Kutta Methods. Part 1: RK Formulas in Standard Form	1995-03-27	Paper
The use of Butcher series in the analysis of Newton-like iterations in Runge-Kutta formulas	1994-12-01	Paper
Adaptive Linear Equation Solvers in Codes for Large Stiff Systems of ODEs	1994-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q4277613	1994-02-07	Paper
Effective solution of discontinuous IVPs using a Runge-Kutta formula pair with interpolants	1988-01-01	Paper
The Convergence of Integrand-Approximation Formulas for the Numerical Solution of IVP<scp>s</scp> for ODE<scp>s</scp>	1988-01-01	Paper
The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVP<scp>s</scp> for ODE<scp>s</scp>	1986-01-01	Paper
Interpolants for Runge-Kutta formulas	1986-01-01	Paper
An improved implementation of generalized Adams methods for underwater wave propagation problems	1984-01-01	Paper
Nonlinearly Preconditioned Krylov Subspace Methods for Discrete Newton Algorithms	1984-01-01	Paper
Alternating-Direction Incomplete Factorizations	1983-01-01	Paper
A Theoretical Criterion for Comparing Runge–Kutta Formulas	1978-01-01	Paper

Research outcomes over time

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