I've written about numerical calculations before, but perhaps they weren't too inspiring. What are numerical calculations? Here is my own definition. Numerical Calculations (numerical methods, ...

Numerical computation and mathematical software form the backbone of modern scientific inquiry, facilitating the approximation of real numbers, the solution of complex mathematical models, and the ...

Transversal homoclinic orbits of maps are known to generate shift dynamics on a set with Cantor-like structure. In this paper a numerical method is developed for computation of the corresponding ...

This is a preview. Log in through your library . Abstract The degenerate parabolic equation $$\frac{\partial u}{\partial t} = \nabla \cdot (|u|^\nu\nabla u), \nu ...

In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...

We are not currently accepting applications for this course. Register your interest below to be notified when applications open again. The financial industry increasingly relies on large volumes of ...