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High performance computing is becoming increasingly important in the field of financial computing, as the complexity of financial models continues to increase. Many of these financ...
A numerical method based on an integro-differential formulation and approximation by local interpolating functions is proposed for solving a one-dimensional parabolic partial diff...
In this paper, a new method is proposed in order to evaluate the stochastic solution of linear random differential equation. The method is based on the combination of the probabili...
: - There are many numerical methods adopted to solve mathematical problems. Early researchers focused on the methods to reduce computational costs. In recent years, reduction in c...