The following pages link to Stephen O'Sullivan (Q2220606):
Displaying 5 items.
- Runge-Kutta-Gegenbauer explicit methods for advection-diffusion problems (Q2220607) (← links)
- A class of high-order Runge-Kutta-Chebyshev stability polynomials (Q2374706) (← links)
- PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
- A Stability Study of a New Explicit Numerical Scheme for a System of Differential Equations with a Large Skew-Symmetric Component (Q3091805) (← links)
- On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)
