Interpolants for Runge-Kutta formulas. - Wayne H. Enright; Kenneth R. Jackson; Syvert P. Nørsett; Per Grove Thomsen (ACM Trans. Math. Softw., 1986)

DIMSEMs - diagonally implicit single-eigenvalue methods for the numerical solution of stiff ODEs on parallel computers. - Robert F. Enenkel; Kenneth R. Jackson (Adv. Comput. Math., 1997)

Validated solutions of initial value problems for ordinary differential equations. - Nedialko S. Nedialkov; Kenneth R. Jackson; George F. Corliss (Appl. Math. Comput., 1999)

An Interval Hermite-Obreschkoff Method for Computing Rigorous Bounds on the Solution of an Initial Value Problem for an Ordinary Differential Equation. - Nedialko S. Nedialkov; Kenneth R. Jackson (Reliab. Comput., 1999)

A New Perspective on the Wrapping Effect in Interval Methods for Initial Value Problems for Ordinary Differential Equations. - Nedialko S. Nedialkov; Kenneth R. Jackson (Perspectives on Enclosure Methods, 2001)

An Effective High-Order Interval Method for Validating Existence and Uniqueness of the Solution of an IVP for an ODE. - Nedialko S. Nedialkov; Kenneth R. Jackson; John D. Pryce (Reliab. Comput., 2001)

PMIRKDC: a parallel mono-implicit Runge-Kutta code with defect control for boundary value ODEs. - P. H. Muir; R. N. Pancer; Kenneth R. Jackson (Parallel Comput., 2003)

Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment. - Wayne B. Hayes; Kenneth R. Jackson (SIAM J. Numer. Anal., 2003)

Quadratic spline methods for the shallow water equations on the sphere: Galerkin. - Anita T. Layton; Christina C. Christara; Kenneth R. Jackson (Math. Comput. Simul., 2006)

Quadratic spline methods for the shallow water equations on the sphere: Collocation. - Anita T. Layton; Christina C. Christara; Kenneth R. Jackson (Math. Comput. Simul., 2006)

Option Valuation using Fourier Space Time Stepping - Kenneth R. Jackson; Sebastian Jaimungal; Vladimir Surkov (CoRR, 2007)

On Taylor Model Based Integration of ODEs. - Markus Neher 001; Kenneth R. Jackson; Nedialko S. Nedialkov (SIAM J. Numer. Anal., 2007)

A Fast Shadowing Algorithm for High-Dimensional ODE Systems. - Wayne B. Hayes; Kenneth R. Jackson (SIAM J. Sci. Comput., 2007)

A PDE pricing framework for cross-currency interest rate derivatives. - Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson; Asif Lakhany (ICCS, 2010)

An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options. - Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson (Concurr. Comput. Pract. Exp., 2012)

A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives. - Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson (ICCSA (5), 2013)

Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model. - Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson (Concurr. Comput. Pract. Exp., 2014)

Adaptive time-stepping for the strong numerical solution of stochastic differential equations. - Silvana Ilie; Kenneth R. Jackson; Wayne H. Enright (Numer. Algorithms, 2015)

Efficient valuation of SCR via a neural network approach. - Seyed Amir Hejazi; Kenneth R. Jackson (J. Comput. Appl. Math., 2017)

Correlated multivariate Poisson processes and extreme measures. - Michael Chiu; Kenneth R. Jackson; Alexander Kreinin (Model. Assist. Stat. Appl., 2017)

Mixing LSMC and PDE Methods to Price Bermudan Options. - David Farahany; Kenneth R. Jackson; Sebastian Jaimungal (SIAM J. Financial Math., 2020)