Kenneth R. Jackson

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Person:344298

Available identifiers

zbMath Open jackson.kenneth-rMaRDI QIDQ344298

List of research outcomes

PublicationDate of PublicationType
Backward simulation of multivariate mixed Poisson processes2022-03-24Paper
Mixing LSMC and PDE Methods to Price Bermudan Options2020-06-08Paper
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance2018-09-18Paper
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models2018-04-06Paper
A neural network approach to efficient valuation of large portfolios of variable annuities2016-12-13Paper
Efficient valuation of SCR via a neural network approach2016-11-22Paper
Adaptive time-stepping for the strong numerical solution of stochastic differential equations2015-04-16Paper
https://portal.mardi4nfdi.de/entity/Q31029522011-11-25Paper
https://portal.mardi4nfdi.de/entity/Q31029572011-11-25Paper
Fourier space time-stepping for option pricing with Lévy models2009-04-28Paper
A Fast Shadowing Algorithm for High-Dimensional ODE Systems2008-08-01Paper
On Taylor Model Based Integration of ODEs2008-03-10Paper
Rigorous high-dimensional shadowing using containment: the general case2006-07-06Paper
Quadratic spline methods for the shallow water equations on the sphere: Galerkin2006-06-30Paper
Quadratic spline methods for the shallow water equations on the sphere: Collocation2006-06-30Paper
A survey of shadowing methods for numerical solutions of ordinary differential equations2005-04-21Paper
Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment2004-01-18Paper
Some recent advances in validated methods for IVPs for ODEs2002-08-22Paper
An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE2002-05-30Paper
https://portal.mardi4nfdi.de/entity/Q27654252002-01-24Paper
https://portal.mardi4nfdi.de/entity/Q49455632000-09-05Paper
https://portal.mardi4nfdi.de/entity/Q49493672000-05-08Paper
Validated solutions of initial value problems for ordinary differential equations2000-04-03Paper
An interval Hermite-Obreschkoff method for computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation2000-03-22Paper
DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers1998-04-27Paper
Runge-Kutta research at Toronto1997-09-17Paper
An analysis of the order of Runge-Kutta methods that use an iterative scheme to compute their internal stage values1997-03-11Paper
The numerical solution of large systems of stiff IVPs for ODEs1996-12-05Paper
The Potential for Parallelism in Runge–Kutta Methods. Part 1: RK Formulas in Standard Form1995-03-27Paper
The use of Butcher series in the analysis of Newton-like iterations in Runge-Kutta formulas1994-12-01Paper
Adaptive Linear Equation Solvers in Codes for Large Stiff Systems of ODEs1994-09-08Paper
https://portal.mardi4nfdi.de/entity/Q42776131994-02-07Paper
Effective solution of discontinuous IVPs using a Runge-Kutta formula pair with interpolants1988-01-01Paper
The Convergence of Integrand-Approximation Formulas for the Numerical Solution of IVP<scp>s</scp> for ODE<scp>s</scp>1988-01-01Paper
The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVP<scp>s</scp> for ODE<scp>s</scp>1986-01-01Paper
Interpolants for Runge-Kutta formulas1986-01-01Paper
An improved implementation of generalized Adams methods for underwater wave propagation problems1984-01-01Paper
Nonlinearly Preconditioned Krylov Subspace Methods for Discrete Newton Algorithms1984-01-01Paper
Alternating-Direction Incomplete Factorizations1983-01-01Paper
A Theoretical Criterion for Comparing Runge–Kutta Formulas1978-01-01Paper

Research outcomes over time


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