• DifferentialEquations.jl

  • Referenced in 58 articles [sw23910]
  • delay differential equations, hybrid differential equations, jump diffusions, and (stochastic) partial differential equations. Through extensive...
  • NDSolve

  • Referenced in 9 articles [sw18630]
  • several models for various options with jump diffusion. However, the material ranges from volatility smile...
  • Parareal

  • Referenced in 6 articles [sw19572]
  • that anisotropies in the domain and jumps in diffusion coefficients only have a minor impact...
  • diffeqpy

  • Referenced in 2 articles [sw36473]
  • discrete and continuous equations (Hybrid Equations, Jump Diffusions) directly in Python...
  • DiffusionRjgqd

  • Referenced in 1 article [sw36727]
  • DiffusionRjgqd: Inference and Analysis for Jump Generalized Quadratic Diffusions. Tools for performing inference ... analysis on a class of quadratic jump diffusion processes...
  • SDE-Solver

  • Referenced in 2 articles [sw19033]
  • SDEs), including a broad class of diffusions with jumps driven by a number...
  • Jdmbs

  • Referenced in 0 articles [sw18926]
  • Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlation Companies. Black-Scholes Model ... order to calculate normal and new Jump Diffusion Models [Kou (2002) <
  • BaPreStoPro

  • Referenced in 0 articles [sw15352]
  • Euler approximation. Considered processes are: jump diffusion, (mixed) diffusion models, hidden (mixed) diffusion models...
  • TFPDE

  • Referenced in 6 articles [sw12622]
  • stochastic partial differential equations with pure jump tempered α-stable (TαS) Lévy processes. With ... simulate the moment statistics of stochastic reaction-diffusion equations with additive TαS white noises...
  • BEMLIB

  • Referenced in 108 articles [sw00005]
  • BEMLIB is a boundary-element software library of...
  • CGAL

  • Referenced in 394 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • Expokit

  • Referenced in 200 articles [sw00258]
  • Expokit provides a set of routines aimed at...
  • Gerris

  • Referenced in 344 articles [sw00341]
  • Gerris is a Free Software program for the...
  • Gmsh

  • Referenced in 767 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • GreatSPN

  • Referenced in 57 articles [sw00384]
  • GreatSPN2.0 is a software package for the modeling...
  • HSL

  • Referenced in 279 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...
  • hypre

  • Referenced in 329 articles [sw00426]
  • hypre is a software library for the solution...
  • LAPACK

  • Referenced in 1702 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • Magma

  • Referenced in 3315 articles [sw00540]
  • Computer algebra system (CAS). Magma is a large...
  • Maple

  • Referenced in 5373 articles [sw00545]
  • The result of over 30 years of cutting...