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Author ID: miles.james-j Recent zbMATH articles by "Miles, James J."
Published as: Miles, James; Miles, James J.; Miles, J. J.
Documents Indexed: 5 Publications since 2000
Co-Authors: 7 Co-Authors with 5 Joint Publications
92 Co-Co-Authors

Citations contained in zbMATH Open

4 Publications have been cited 16 times in 13 Documents Cited by Year
High-order ADI scheme for option pricing in stochastic volatility models. Zbl 1372.91116
Düring, Bertram; Miles, James
9
2017
Micromagnetic simulations using a combined BDF/GMRES method. Zbl 0995.78043
Tsiantos, V. D.; Miles, J. J.; Middleton, B. K.
3
2000
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models. Zbl 1420.91505
Düring, Bertram; Hendricks, Christian; Miles, James
3
2017
An adaptive step implicit midpoint rule for the time integration of Newton’s linearisations of non-linear problems with applications in micromagnetics. Zbl 1477.65162
Shepherd, David; Miles, James; Heil, Matthias; Mihajlović, Milan
1
2019
An adaptive step implicit midpoint rule for the time integration of Newton’s linearisations of non-linear problems with applications in micromagnetics. Zbl 1477.65162
Shepherd, David; Miles, James; Heil, Matthias; Mihajlović, Milan
1
2019
High-order ADI scheme for option pricing in stochastic volatility models. Zbl 1372.91116
Düring, Bertram; Miles, James
9
2017
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models. Zbl 1420.91505
Düring, Bertram; Hendricks, Christian; Miles, James
3
2017
Micromagnetic simulations using a combined BDF/GMRES method. Zbl 0995.78043
Tsiantos, V. D.; Miles, J. J.; Middleton, B. K.
3
2000

Citations by Year