IMEX schemes for a parabolic-ODE system of European options with liquidity shocks.

Walter Mudzimbabwe Lubin G. Vulkov

Published in: J. Comput. Appl. Math. (2016)

Keyphrases

neural network
summer school
data mining
eu funded
database
data sets
machine learning
clustering algorithm
decision trees
case study
hough transform
ordinary differential equations