3113 search results - page 128 / 623 » Numerical Methods |
160
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WSC
2007
15 years 8 months ago
2007
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
135
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WSC
2008
15 years 8 months ago
2008
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
156
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TIP
2011
15 years 1 months ago
2011
The Easy Path Wavelet Transform (EPWT) has recently been proposed by one of the authors as a tool for sparse representations of bivariate functions from discrete data, in particul...
169
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SIAMSC
2010
15 years 27 days ago
2010
In this paper we proposed quasi-Newton and limited memory quasi-Newton methods for objective functions defined on Grassmannians or a product of Grassmannians. Specifically we defin...
195
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SIAMJO
2011
15 years 19 days ago
2011
We present a class of inexact adaptive multilevel trust-region SQP-methods for the efficient solution of optimization problems governed by nonlinear partial differential equations...