• Jdmbs

  • Referenced in 0 articles [sw18926]
  • Jump Diffusion Model with Correlation Companies. Black-Scholes Model [Black (1973) <
  • Premia

  • Referenced in 1 article [sw21216]
  • designed for option pricing, hedging and financial model calibration. It is provided with ... Hedging of Equity Derivatives in Black-Scholes and Heston models; Pricing and Hedging of Equity...
  • Maple

  • Referenced in 4797 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 5376 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 10903 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • PARDISO

  • Referenced in 233 articles [sw00679]
  • The package PARDISO is a thread-safe, high...
  • PCOMP

  • Referenced in 21 articles [sw00688]
  • Algorithm 746: PCOMP: A Fortran code for automatic...
  • R

  • Referenced in 7101 articles [sw00771]
  • R is a language and environment for statistical...
  • rbMIT

  • Referenced in 126 articles [sw00784]
  • The rbMIT © MIT Software package implements in Matlab...
  • Scilab

  • Referenced in 159 articles [sw00834]
  • Scilab includes hundreds of mathematical functions. It has...
  • UMFPACK

  • Referenced in 307 articles [sw00989]
  • An ANSI C code for sparse LU factorization...
  • SYMMGRP

  • Referenced in 115 articles [sw01066]
  • SYMMGRP.MAX and other symbolic programs for Lie symmetry...
  • LSODA

  • Referenced in 6 articles [sw01074]
  • LSODA - a packet of programs for the numerical...
  • FreeFem++

  • Referenced in 851 articles [sw01436]
  • FreeFem++ is an implementation of a language dedicated...
  • SNOPT

  • Referenced in 480 articles [sw02300]
  • SNOPT: An SQP algorithm for large-scale constrained...
  • S-PLUS

  • Referenced in 527 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • AWS

  • Referenced in 43 articles [sw04034]
  • R package aws: Adaptive Weights Smoothing. The package...
  • COMSOL

  • Referenced in 325 articles [sw04091]
  • The COMSOL Multiphysics engineering simulation software environment facilitates...
  • RODAS

  • Referenced in 1406 articles [sw04112]
  • Rosenbrock method of order 4(3), for problems...