A gradient-based calibration method for the Heston model
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Published in International journal of computer mathematics (02.10.2024)
Published in International journal of computer mathematics (02.10.2024)
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Efficient pricing and calibration of high-dimensional basket options
Grzelak, Lech A., Jablecki, Juliusz, Gatarek, Dariusz
Published in International journal of computer mathematics (02.08.2024)
Published in International journal of computer mathematics (02.08.2024)
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On pricing of discrete Asian and Lookback options under the Heston model
Perotti, Leonardo, Grzelak, Lech A.
Published in International journal of computer mathematics (02.08.2024)
Published in International journal of computer mathematics (02.08.2024)
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On Caputo-Hadamard fractional differential equations
Gohar, Madiha, Li, Changpin, Yin, Chuntao
Published in International journal of computer mathematics (02.07.2020)
Published in International journal of computer mathematics (02.07.2020)
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An integral equation approach for pricing American put options under regime-switching model
Zhu, Song-Ping, Zheng, Yawen
Published in International journal of computer mathematics (03.07.2023)
Published in International journal of computer mathematics (03.07.2023)
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Darboux dressing transformation and superregular breathers for a coupled nonlinear Schrödinger system with the negative coherent coupling in a weakly birefringent fibre
Tian, He-Yuan, Tian, Bo, Zhang, Chen-Rong, Chen, Su-Su
Published in International journal of computer mathematics (02.12.2021)
Published in International journal of computer mathematics (02.12.2021)
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A derivative-free three-term Hestenes-Stiefel type method for constrained nonlinear equations and image restoration
Hassan Ibrahim, Abdulkarim, Kumam, Poom, Hassan, Basim A., Bala Abubakar, Auwal, Abubakar, Jamilu
Published in International journal of computer mathematics (04.05.2022)
Published in International journal of computer mathematics (04.05.2022)
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BENCHOP - The BENCHmarking project in option pricing
von Sydow, Lina, Josef Höök, Lars, Larsson, Elisabeth, Lindström, Erik, Milovanović, Slobodan, Persson, Jonas, Shcherbakov, Victor, Shpolyanskiy, Yuri, Sirén, Samuel, Toivanen, Jari, Waldén, Johan, Wiktorsson, Magnus, Levesley, Jeremy, Li, Juxi, Oosterlee, Cornelis W., Ruijter, Maria J., Toropov, Alexander, Zhao, Yangzhang
Published in International journal of computer mathematics (02.12.2015)
Published in International journal of computer mathematics (02.12.2015)
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Lie group integrators for mechanical systems
Celledoni, Elena, Çokaj, Ergys, Leone, Andrea, Murari, Davide, Owren, Brynjulf
Published in International journal of computer mathematics (01.01.2022)
Published in International journal of computer mathematics (01.01.2022)
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Numerical strategies for recursive least squares solutions to the matrix equation AX = B
Hadjiantoni, Stella, Loizou, George
Published in International journal of computer mathematics (04.03.2023)
Published in International journal of computer mathematics (04.03.2023)
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