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Will Wright
Will Wright
Quant, NAB
在 latrobe.edu.au 的电子邮件经过验证 - 首页
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引用次数
引用次数
年份
Algorithm 919: A Krylov subspace algorithm for evaluating the ϕ-functions appearing in exponential integrators
J Niesen, WM Wright
ACM Transactions on Mathematical Software (TOMS) 38 (3), 1-19, 2012
2472012
A review of exponential integrators for first order semi-linear problems
BV Minchev, WM Wright
Preprint Numerics 2, 2005
2452005
EXPINT---A MATLAB package for exponential integrators
H Berland, B Skaflestad, WM Wright
ACM Transactions on Mathematical Software (TOMS) 33 (1), 4-es, 2007
1772007
Energy-preserving runge-kutta methods
E Celledoni, RI McLachlan, DI McLaren, B Owren, GRW Quispel, ...
ESAIM: Mathematical Modelling and Numerical Analysis 43 (4), 645-649, 2009
1722009
General linear methods with inherent Runge-Kutta stability
WM Wright
PhD Thesis-University of Auckland, 2002
1132002
A class of explicit exponential general linear methods
A Ostermann, M Thalhammer, WM Wright
BIT Numerical Mathematics 46, 409-431, 2006
1112006
On the Hopf algebraic structure of Lie group integrators
HZ Munthe-Kaas, WM Wright
Foundations of Computational Mathematics 8, 227-257, 2008
892008
The construction of practical general linear methods
JC Butcher, WM Wright
BIT Numerical Mathematics 43 (4), 695-721, 2003
882003
The scaling and modified squaring method for matrix functions related to the exponential
B Skaflestad, WM Wright
Applied Numerical Mathematics 59 (3-4), 783-799, 2009
802009
Explicit general linear methods with inherent Runge–Kutta stability
WM Wright
Numerical Algorithms 31, 381-399, 2002
502002
Error propagation of general linear methods for ordinary differential equations
JC Butcher, Z Jackiewicz, WM Wright
Journal of Complexity 23 (4-6), 560-580, 2007
352007
Applications of doubly companion matrices
JC Butcher, WM Wright
Applied Numerical Mathematics 56 (3-4), 358-373, 2006
292006
A transformation relating explicit and diagonally-implicit general linear methods
JC Butcher, WM Wright
Applied numerical mathematics 44 (3), 313-327, 2003
242003
The construction of order 4 DIMSIMs for ordinary differential equations
WM Wright
Numerical Algorithms 26, 123-130, 2001
182001
A Krylov subspace method for option pricing
J Niesen, WM Wright
Available at SSRN 1799124, 2011
17*2011
Efficient pricing and Greeks in the cross-currency LIBOR market model
C Beveridge, MS Joshi, WM Wright
Available at SSRN 1662229, 2010
102010
General linear methods for ordinary differential equations: theoretical and practical investigation
WM Wright
University of Auckland, 1999
61999
Hui: A Case Study of a Sequential Double Auction of Capital
TP Hubbard, HJ Paarsch, WM Wright
Working Paper, 2013
22013
HUI: A CASE STUDY OF A SEQUENTIAL DOUBLE AUCTION OF CAPITAL
TPHHJ PAARSCH, WM WRIGHT
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