
Jdmbs
 Referenced in 0 articles
[sw18926]
 Jump Diffusion Model with Correlation Companies. BlackScholes 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 BlackScholes 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 highlevel language and interactive...

PARDISO
 Referenced in 233 articles
[sw00679]
 The package PARDISO is a threadsafe, 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 largescale constrained...

SPLUS
 Referenced in 527 articles
[sw02892]
 SPLUS 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...