This course is available on the BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course ...

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...

The existence and stability properties of a class of partial functional differential equations are investigated. The problem is formulated as an abstract ordinary functional differential equation of ...

The members of the group Geometric Analysis and Partial Differential Equations have broad interests in analysis and geometry. Active research topics include quasiconformal analysis and partial ...

This is a preview. Log in through your library . Abstract The explosion probability before time t of a branching diffusion satisfies a nonlinear parabolic partial differential equation. This equation, ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...

We derive a partial differential equation (PDE) representation for the value of financial derivatives with bilateral counterparty risk and funding costs. The model is very general in that the funding ...