Cited in
(16)- Numerical solution of a stochastic model of a ball-type vibration absorber.
- Application of nonlinear time-fractional partial differential equations to image processing via hybrid Laplace transform method
- Solution of option pricing equations using orthogonal polynomial expansion.
- Small-time asymptotics for Gaussian self-similar stochastic volatility models
- Option valuation under stochastic volatility II. With Mathematica code
- PULSEE
- Significance of Arrhenius activation energy in Darcy-Forchheimer 3D rotating flow of nanofluid with radiative heat transfer
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models
- BENCHOP
- Algorithm 957
- scientific article; zbMATH DE number 5372129 (Why is no real title available?)
- scqubits
- quadrature-ML
- Spinsim
- Spinsim: a GPU optimized Python package for simulating spin-half and spin-one quantum systems
- Dynamic behavior of axially functionally graded pipes conveying fluid
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