Applied Mathematics and Computation
Collection
Collection
- ISSN: 0096-3003
Published by Elsevier
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Multigrid method based on a space-time approach with standard coarsening for parabolic problems Article
Applied Mathematics and Computation, 1339-1351.S.R. Franco (Sebastião Romero), F.J. Gaspar (Francisco), M.A. Villela Pinto (Marcio Augusto) and C. Rodrigo (Carmen)
January 2018 -
On the data-driven COS method Article
Applied Mathematics and Computation, 68-84.Á. Leitao Rodriguez (Álvaro), C.W. Oosterlee (Kees), L. Ortiz Gracia (Luis) and S.M. Bohte (Sander)
January 2018 -
On the computation and inversion of the cumulative noncentral beta distribution function Article
Applied Mathematics and Computation, 74-86.January 2019 -
Total value adjustment for a stochastic volatility model. A comparison with the Black–Scholes model Article
Applied Mathematics and ComputationFebruary 2021
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A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting Article
Applied Mathematics and ComputationT. van der Zwaard (Thomas), L.A. Grzelak (Lech Aleksander) and C.W. Oosterlee (Kees)
February 2021
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Corrigendum to “Total value adjustment for a stochastic volatility model. A comparison with the Black–Scholes model” Article
Applied Mathematics and ComputationOctober 2021
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Deep learning for CVA computations of large portfolios of financial derivatives Article
Applied Mathematics and ComputationNovember 2021
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Valuation of electricity storage contracts using the COS method Article
Applied Mathematics and ComputationDecember 2021