 | 2012 |
| 13 |  | Duy Minh Dang,
Christina C. Christara,
Kenneth R. Jackson:
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options.
Concurrency and Computation: Practice and Experience 24(8): 849-866 (2012) |
| 2010 |
| 12 |  | Duy Minh Dang,
Christina C. Christara,
Kenneth R. Jackson,
Asif Lakhany:
A PDE pricing framework for cross-currency interest rate derivatives.
Procedia CS 1(1): 2371-2380 (2010) |
| 2007 |
| 11 |  | Kenneth R. Jackson,
Sebastian Jaimungal,
Vladimir Surkov:
Option Valuation using Fourier Space Time Stepping
CoRR abs/cs/0703068: (2007) |
| 10 |  | M. Neher,
Kenneth R. Jackson,
Nedialko S. Nedialkov:
On Taylor Model Based Integration of ODEs.
SIAM J. Numerical Analysis 45(1): 236-262 (2007) |
| 9 |  | Wayne B. Hayes,
Kenneth R. Jackson:
A Fast Shadowing Algorithm for High-Dimensional ODE Systems.
SIAM J. Scientific Computing 29(4): 1738-1758 (2007) |
| 2006 |
| 8 |  | Anita T. Layton,
Christina C. Christara,
Kenneth R. Jackson:
Quadratic spline methods for the shallow water equations on the sphere: Galerkin.
Mathematics and Computers in Simulation 71(3): 175-186 (2006) |
| 7 |  | Anita T. Layton,
Christina C. Christara,
Kenneth R. Jackson:
Quadratic spline methods for the shallow water equations on the sphere: Collocation.
Mathematics and Computers in Simulation 71(3): 187-205 (2006) |
| 2003 |
| 6 |  | P. H. Muir,
R. N. Pancer,
Kenneth R. Jackson:
PMIRKDC: a parallel mono-implicit Runge-Kutta code with defect control for boundary value ODEs.
Parallel Computing 29(6): 711-741 (2003) |
| 5 |  | Wayne B. Hayes,
Kenneth R. Jackson:
Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment.
SIAM J. Numerical Analysis 41(5): 1948-1973 (2003) |
| 2001 |
| 4 |  | Nedialko S. Nedialkov,
Kenneth R. Jackson,
John D. Pryce:
An Effective High-Order Interval Method for Validating Existence and Uniqueness of the Solution of an IVP for an ODE.
Reliable Computing 7(6): 449-465 (2001) |
| 1999 |
| 3 |  | Nedialko S. Nedialkov,
Kenneth R. Jackson,
George F. Corliss:
Validated solutions of initial value problems for ordinary differential equations.
Applied Mathematics and Computation 105(1): 21-68 (1999) |
| 2 |  | Nedialko S. Nedialkov,
Kenneth R. Jackson:
An Interval Hermite-Obreschkoff Method for Computing Rigorous Bounds on the Solution of an Initial Value Problem for an Ordinary Differential Equation.
Reliable Computing 5(3): 289-310 (1999) |
| 1997 |
| 1 |  | Robert F. Enenkel,
Kenneth R. Jackson:
DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers.
Adv. Comput. Math. 7(1-2): 97-133 (1997) |