Numerical computation and mathematical software form the backbone of modern scientific inquiry, facilitating the approximation of real numbers, the solution of complex mathematical models, and the ...

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 paper focuses on performance of several efficient and accurate numerical methods for the long-wave short-wave interaction equations in the semiclassical limit regime. The key features of 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 ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...

In this paper, an efficient approach for the computation of the fair value of a basket option as well as its Greeks is presented. Both European and American options are considered; the determination ...

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