Kenneth R. Jackson

According to our database1, Kenneth R. Jackson authored at least 17 papers between 1986 and 2017.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Efficient valuation of SCR via a neural network approach.
J. Computational Applied Mathematics, 2017

2015
Adaptive time-stepping for the strong numerical solution of stochastic differential equations.
Numerical Algorithms, 2015

2014
Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model.
Concurrency and Computation: Practice and Experience, 2014

2013
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives.
Proceedings of the Computational Science and Its Applications - ICCSA 2013, 2013

2012
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options.
Concurrency and Computation: Practice and Experience, 2012

2010
A PDE pricing framework for cross-currency interest rate derivatives.
Proceedings of the International Conference on Computational Science, 2010

2007
A Fast Shadowing Algorithm for High-Dimensional ODE Systems.
SIAM J. Scientific Computing, 2007

On Taylor Model Based Integration of ODEs.
SIAM J. Numerical Analysis, 2007

2006
Quadratic spline methods for the shallow water equations on the sphere: Collocation.
Mathematics and Computers in Simulation, 2006

Quadratic spline methods for the shallow water equations on the sphere: Galerkin.
Mathematics and Computers in Simulation, 2006

2003
Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment.
SIAM J. Numerical Analysis, 2003

PMIRKDC: a parallel mono-implicit Runge-Kutta code with defect control for boundary value ODEs.
Parallel Computing, 2003

2001
An Effective High-Order Interval Method for Validating Existence and Uniqueness of the Solution of an IVP for an ODE.
Reliable Computing, 2001

1999
Validated solutions of initial value problems for ordinary differential equations.
Applied Mathematics and Computation, 1999

1998
An Interval Hermite-Obreschkoff Method for Computing Rigorous Bounds on the Solution of an Initial Value Problem for an Ordinary Differential Equation.
Proceedings of the Developments in Reliable Computing, 1998

1997
DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers.
Adv. Comput. Math., 1997

1986
Interpolants for Runge-Kutta formulas.
ACM Trans. Math. Softw., 1986


  Loading...