Modified Runge-Kutta Verner methods for the numerical solution of initial and boundary-value problems with engineering applications
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Publication:2284153
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- scientific article; zbMATH DE number 708875
Cites work
- scientific article; zbMATH DE number 3560637 (Why is no real title available?)
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Cited in
(4)- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options
- Explicit Runge-Kutta pairs appropriate for engineering applications
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options
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