Lv

Lina von Sydow

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Ice flow forced by gravity is governed by the full Stokes (FS) equations, which are computationally expensive to solve due to the nonlinearity introduced by the rheology. Therefore, approximations to the FS equations are commonly used, especially when modeling a marine ice sheet ...

BENCHOP–SLV

The BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

In the recent project BENCHOP–the BENCHmarking project in Option Pricing we found that Stochastic and Local Volatility problems were particularly challenging. Here we continue the effort by introducing a set of benchmark problems for this type of problems. Eight different methods ...