3113 search results - page 190 / 623 » Numerical Methods |
132
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FS
2006
15 years 6 months ago
2006
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
146
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ORL
2007
15 years 5 months ago
2007
A method that utilizes the polynomially solvable critical independent set problem for solving the maximum independent set problem on graphs with a nonempty critical independent se...
111
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IJBC
2010
15 years 3 months ago
2010
Curves of parameter values for which an asymptotic value of F,(z) = 1 + e-z lies on a pre-pole of arbitrary order are found through an iterative method. Some of these curves are sh...
152
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JSCIC
2008
15 years 6 months ago
2008
This paper presents a second-order accurate adaptive Godunov method for twodimensional (2D) compressible multicomponent flows, which is an extension of the previous adaptive movin...
139
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AUTOMATICA
2006
15 years 6 months ago
2006
In this paper, the complex-step method is applied in the setting of numerical optimisation problems involving dynamical systems modelled as nonlinear differential equations. The m...