All Stories

  1. On an improved computational solution for the 3D HCIR PDE in finance
  2. How to construct a fourth-order scheme for Heston-Hull-White equation?
  3. Efficient Semi-Discretization Techniques for Pricing European and American Basket Options
  4. Iterative Methods and Dynamics for Nonlinear Problems
  5. On finding robust approximate inverses for large sparse matrices
  6. Revisit of Jarratt method for solving nonlinear equations