B. Kleefeld

Available identifiers

zbMath Open kleefeld.bMaRDI QIDQ245152

List of research outcomes

Publication	Date of Publication	Type
Extrapolated stabilized explicit Runge-Kutta methods	2017-10-26	Paper
Stabilized explicit Runge-Kutta methods for multi-asset American options	2016-09-27	Paper
SERK2v3: Solving mildly stiff nonlinear partial differential equations	2016-02-15	Paper
The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost	2013-01-22	Paper
SERK2v2: A new second‐order stabilized explicit Runge‐Kutta method for stiff problems	2013-01-21	Paper
An ETD Crank-Nicolson method for reaction-diffusion systems	2012-09-11	Paper

Research outcomes over time

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