This issue of The Journal of Computational Finance has numerical partial differential equation discretization techniques as its central theme. Modern aspects like ...
SIAM Journal on Numerical Analysis, Vol. 46, No. 1 (2007/2008), pp. 344-364 (21 pages) New numerical techniques are presented for the solution of a class of linear partial integro-differential ...
In this Let’s Talk Exascale podcast, Tzanio Kolev from LLNL describes the work at Center for Efficient Exascale Discretizations (CEED), one of six co-design centers within the Exascale Computing ...
Computational fluid dynamics is an important tool to investigate fluid flow problems in industry and academia. This course can be taken without prior background in computational techniques. A ...
In this paper, we consider the numerical valuation of swing options in electricity markets based on a two-factor model. These kinds of contracts are modeled as path dependent options with multiple ...
Computational fluid dynamics is an important tool to investigate fluid flow problems in industry and academia. This course can be taken without prior background in computational techniques. A ...
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