The following pages link to B. Kleefeld (Q245152):
Displayed 6 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Extrapolated stabilized explicit Runge-Kutta methods (Q1674658) (← links)
- An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812) (← links)
- SERK2v2: A new second‐order stabilized explicit Runge‐Kutta method for stiff problems (Q4903215) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- SERK2v3: Solving mildly stiff nonlinear partial differential equations (Q5962598) (← links)