• 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...