Pages that link to "Item:Q2478751"
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The following pages link to Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations (Q2478751):
Displaying 4 items.
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Functional Wigner representation of quantum dynamics of Bose-Einstein condensate (Q5397793) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)