Britta Kleefeld

Publication Activity (10 Years)

Years Active: 2012-2016
Publications (10 Years): 2

Top Topics

Nonlinear Partial Differential Equations

Black Scholes Model

Numerical Solution

Top Venues

J. Comput. Phys.

Comput. Math. Appl.

J. Comput. Appl. Math.

Int. J. Comput. Math.

Publications

Britta Kleefeld, J. Martín-Vaquero
SERK2v3: Solving mildly stiff nonlinear partial differential equations. J. Comput. Appl. Math. 299 (2016)
J. Martín-Vaquero, Britta Kleefeld
Extrapolated stabilized explicit Runge-Kutta methods. J. Comput. Phys. 326 (2016)
J. Martín-Vaquero, A. Q. M. Khaliq, Britta Kleefeld
Stabilized explicit Runge-Kutta methods for multi-asset American options. Comput. Math. Appl. 67 (6) (2014)
Muhammad Yousuf, A. Q. M. Khaliq, Britta Kleefeld
The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost. Int. J. Comput. Math. 89 (9) (2012)