The following pages link to Eben Maré (Q470641):
Displaying 9 items.
- Sinc collocation method for solving the Benjamin-Ono equation (Q470642) (← links)
- A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations (Q1662141) (← links)
- Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems (Q2131704) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- High Frequency Induced Instability in Nyström Methods for the van der Pol Equation (Q3631910) (← links)
- Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model (Q5070711) (← links)
- The recovery theorem with application to risk management (Q5151102) (← links)
- Discrete singular convolution for the generalized variable-coefficient Korteweg-de Vries equation (Q5236064) (← links)
- Pricing two-asset rainbow options with the fast Fourier transform (Q6112085) (← links)