Numerical and Computational Mathematics is a discipline dedicated to the development and analysis of algorithms that provide approximate solutions to mathematical problems too complex for exact ...

This is a preview. Log in through your library . Abstract The paper deals with a numerical method for solving nonlinear integro-parabolic problems of Fredholm type. A monotone iterative method, based ...

This is a preview. Log in through your library . Abstract In this paper a general numerical method for solving Riemann problems is discussed. It can be used to solve the Riemann problems of various ...

This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...

We are not currently accepting applications for this course. Register your interest below to be notified when applications open again. The financial industry increasingly relies on large volumes of ...

Geotechnical practice employs computer programs that incorporate numerical methods to address problems of stability, settlement, deformation, and seepage. These methods are based on theoretical ...

This book thoroughly explains the theory and practice of quantitative analysis methods essential to modern macroeconomics, from the basics to the frontier where heterogeneous economic agents are taken ...

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