Ronald E. Mickens
Numerical Analysis · 2000–2008
A researcher in the Science corpus: 9 papers; trusts 11 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Numerical Analysis — 8 citations into it; #1,742 of 3,586 by trust here, #1,968 by citations
Whom Ronald E. Mickens trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Ronald E. Mickens overall
- Kailash C. Patidar
- Ron Buckmire
- Qamar Din
- Amit Kumar Verma
- Mohammad Mehdizadeh Khalsaraei
- Z. Chen
- Sheerin Kayenat
- Fayyaz Khodadosti
- Abba B. Gumel
- Roumen Anguelov
Papers from Ronald E. Mickens's perspective
Ordered by how strongly the researchers Ronald E. Mickens trusts endorse each paper. Same corpus, a different order for every researcher.
- Analysis of the stability of the linear boundary condition for the Black–Scholes equation
- Pricing Financial Instruments: The Finite Difference Method
- The Pricing of Options and Corporate Liabilities
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
- Discrete transparent boundary conditions for the Schrödinger equation: fast calculation, approximation, and stability
- Compact finite difference method for American option pricing
- A class of artificial boundary conditions for heat equation in unbounded domains
- Influence of cultivation temperature on the ligninolytic activity of selected fungal strains
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
Their papers
- A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (2008) — 52 citations
- A note on the delayed heat equation: Instability with respect to initial data (2008) — 69 citations
- Calculation of denominator functions for nonstandard finite difference schemes for differential equations satisfying a positivity condition (2007) — 198 citations
- Dynamic consistency: a fundamental principle for constructing nonstandard finite difference schemes for differential equations (2005) — 216 citations
- A nonstandard finite difference scheme for a Fisher PDE having nonlinear diffusion (2003) — 60 citations
- Nonstandard discretizations of the generalized Nagumo reaction‐diffusion equation (2003) — 48 citations
- A nonstandard finite-difference scheme for the LotkaVolterra system (2003) — 73 citations
- Nonstandard Finite Difference Schemes for Differential Equations (2002) — 96 citations
- Applications of nonstandard finite difference schemes (2000) — 396 citations