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Britta Kleefeld

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affiliation: Brandenburg University of Technology, Cottbus, Germany

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2010 – 2019

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2016
[j4]
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Britta Kleefeld, J. Martín-Vaquero:
SERK2v3: Solving mildly stiff nonlinear partial differential equations. J. Comput. Appl. Math. 299: 194-206 (2016)
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J. Martín-Vaquero, Britta Kleefeld:
Extrapolated stabilized explicit Runge-Kutta methods. J. Comput. Phys. 326: 141-155 (2016)
2014
[j2]
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J. Martín-Vaquero, A. Q. M. Khaliq, Britta Kleefeld:
Stabilized explicit Runge-Kutta methods for multi-asset American options. Comput. Math. Appl. 67(6): 1293-1308 (2014)
2012
[j1]
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Muhammad S. 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): 1239-1254 (2012)

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