B. Kleefeld

Statistics

Publications

Citations

221

H-Index

Active since

2011

Affiliations

Brandenburg University of Technology Cottbus-Senftenberg(Current)

Middle Tennessee State University

Universidad de Salamanca

B. Kleefeld is an author at Brandenburg University of Technology Cottbus-Senftenberg specializing in mathematics, numerical methods for differential equations, and natural sciences.

ORCID

Publications per year

2011–2016

Publications

An ETD Crank‐Nicolson method for reaction‐diffusion systems

B. Kleefeld, A.Q.M. Khaliq, Bruce A. Wade · Numerical Methods for Partial Differential Equations · 2011 · 50 citations

Natural Sciences, Mathematics, Computational Fluid Dynamics +10

The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost

M. Yousuf, A.Q.M. Khaliq, B. Kleefeld · International Journal of Computer Mathematics · 2012 · 45 citations

Natural Sciences, Finance, Mathematics +17

Stabilized explicit Runge–Kutta methods for multi-asset American options

Jesús Martín Vaquero, A.Q.M. Khaliq, B. Kleefeld · Computers & Mathematics with Applications · 2014 · 38 citations

Natural Sciences, Finance, Mathematics +17

Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes

A.Q.M. Khaliq, B. Kleefeld, R.H. Liu · Numerical Methods for Partial Differential Equations · 2012 · 31 citations

Natural Sciences, Mathematics, Computational Mechanics +16

Extrapolated stabilized explicit Runge–Kutta methods

Jesús Martín Vaquero, B. Kleefeld · Journal of Computational Physics · 2016 · 26 citations

Natural Sciences, Computer Science, Mathematics +10

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