A neural network approach to efficient valuation of large portfolios of variable annuities von Hejazi, Seyed Amir, Jackson, Kenneth R.

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A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities von Amir Hejazi, Seyed, R. Jackson, Kenneth, Gan, Guojun

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Efficient valuation of SCR via a neural network approach von Hejazi, Seyed Amir, Jackson, Kenneth R.

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Adaptive time-stepping for the strong numerical solution of stochastic differential equations von Ilie, Silvana, Jackson, Kenneth R., Enright, Wayne H.

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A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models von Dang, Duy-Minh, Jackson, Kenneth R., Sues, Scott

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An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE von NEDIALKOV, Nedialko S, JACKSON, Kenneth R, PRYCE, John D

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Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model von Dang, Duy Minh, Christara, Christina C., Jackson, Kenneth R.

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Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance von Dang, Duy-Minh, Jackson, Kenneth R., Mohammadi, Mohammadreza

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A survey of shadowing methods for numerical solutions of ordinary differential equations von Hayes, Wayne, Jackson, Kenneth R.

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A Fast Shadowing Algorithm for High-Dimensional ODE Systems von Hayes, Wayne B., Jackson, Kenneth R.

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Some recent advances in validated methods for IVPs for ODEs von Jackson, Kenneth R., Nedialkov, Nedialko S.

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Mixing LSMC and PDE Methods to Price Bermudan Options von Farahany, David, Jackson, Kenneth R., Jaimungal, Sebastian

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Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment von Hayes, Wayne B., Jackson, Kenneth R.

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Rigorous Shadowing of Numerical Solutions of Ordinary Differential Equations by Containment von Wayne B. Hayes, Jackson, Kenneth R.

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Quadratic spline methods for the shallow water equations on the sphere: Collocation von Layton, Anita T., Christara, Christina C., Jackson, Kenneth R.

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Quadratic spline methods for the shallow water equations on the sphere: Galerkin von Layton, Anita T., Christara, Christina C., Jackson, Kenneth R.

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An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options von Dang, Duy Minh, Christara, Christina C., Jackson, Kenneth R.

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A FAST SHADOWING ALGORITHM FOR HIGH-DIMENSIONAL ODE SYSTEMS von HAYES, Wayne B, JACKSON, Kenneth R

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Backward Simulation of Multivariate Mixed Poisson Processes von Chiu, Michael, Jackson, Kenneth R, Kreinin, Alexander

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

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