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02/17/2023
On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis
The discontinuous Petrov Galerkin (DPG) methodology of Demkowicz and Gop...
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09/10/2021
On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Coll
In the paper [Hainaut, D. and Colwell, D.B., A structural model for cred...
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07/20/2021