SIAM Journal on Numerical Analysis, Vol. 32, No. 1 (Feb., 1995), pp. 215-234 (20 pages) A new strategy, stemming from the nonlinear Galerkin method [M. Marion and R ...
In this paper, we present error corrected Euler methods for solving stiff initial value problems, which not only avoid unnecessary iteration process that may be ...
The implied volatility is a crucial element in any financial toolbox, since it is used to both quote and hedge options as well as for model calibration. In contrast to the Black–Scholes formula, its ...
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