Ordinary differential equations (ODEs) are also called initial value problems because a time zero value for each first-order differential equation is needed. The following is an example of a ...
Proceedings of the National Academy of Sciences of the United States of America, Vol. 2, No. 6 (Jun. 15, 1916), pp. 309-313 (5 pages) ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
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