This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...
Abstract Waveform relaxation methods are decoupling or splitting methods for large scale ordinary differential equations. In this paper, we apply the methods directly to semi-linear parabolic partial ...
The purpose of this study is the design of efficient methods for the solution of an ordinary differential system of equations arising from the semidiscretization of a hyperbolic partial differential ...
Partial differential equations can describe everything from planetary motion to plate tectonics, but they’re notoriously hard to solve. Unless you’re a physicist or an engineer, there really isn’t ...
In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...
Accounting for default risk in the valuation of financial derivatives has become increasingly important, especially since the 2007–8 financial crisis. Under some assumptions, the valuation of ...
Partial differential equations (PDEs) lie at the heart of many different fields of Mathematics and Physics: Complex Analysis, Minimal Surfaces, Kähler and Einstein Geometry, Geometric Flows, ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback