A modified exponential method that preserves structural properties of the solutions of the Burgers–Huxley equation

Research paper by J. E. Macías-Díaz

Indexed on: 24 Nov '17Published on: 20 Sep '17Published in: International journal of computer mathematics

Abstract

Authors: J. E. Macías-Díaz Article URL: http://www.tandfonline.com/doi/full/10.1080/00207160.2017.1377339?ai=z4&mi=3fqos0&af=R Citation: International Journal of Computer Mathematics Publication Date: 2017-09-20T05:49:35Z Journal: International Journal of Computer Mathematics

A modified exponential method that preserves structural properties of the solutions of the Burgers–Huxley equation

Abstract

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A modified exponential method that preserves structural properties of the solutions of the Burgers–Huxley equation

Abstract

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Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions

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