Applied Mathematics and Computation
Collection
Collection
- ISSN: 0096-3003
Published by Elsevier
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Multigrid methods: development of fast solvers Article
Applied Mathematics and Computation, 13(3-4), 311-326.P.W. Hemker (Piet), R. Kettler, P. Wesseling and P.M. de Zeeuw (Paul)
January 1983 -
Multi-point Taylor approximations in one-dimensional linear boundary value problems Article
Applied Mathematics and Computation, 519-527.January 2009
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Analytical and Numerical Aspects of a Generalization of the Complementary Error Function Article
Applied Mathematics and ComputationJanuary 2010
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A numerical layer resolving method for the flow over a curved surface Article
Applied Mathematics and Computation, 10656-10668.A.R. Ansari, B. Hossain, B. Koren (Barry) and G.I. Shishkin (Gregori)
January 2012 -
Efficient VaR and expected shortfall computations for nonlinear portfolios within the Delta-Gamma approach Article
Applied Mathematics and Computation, 16-31.January 2014
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The Stochastic Grid Bundling Method :Efficient pricing of Bermudan options and their Greeks Article
Applied Mathematics and Computation, 412-431.January 2015
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Computing the Kummer function $U(a,b,z)$ for small values of the arguments Article
Applied Mathematics and Computation, 532-539.September 2015
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On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options Article
Applied Mathematics and Computation, 461-479.Á. Leitao Rodriguez (Álvaro), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)
January 2017