The following pages link to James Miles (Q2316255):
Displayed 5 items.
- An adaptive step implicit midpoint rule for the time integration of Newton's linearisations of non-linear problems with applications in micromagnetics (Q2316256) (← links)
- High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
- (Q2702717) (← links)
- (Q4428627) (← links)
- Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)