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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 4 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
SIAMSC
2008
167views more  SIAMSC 2008»
15 years 4 months ago
New Finite Elements for Large-Scale Simulation of Optical Waves
We present a new method to simulate optical waves in large geometries. This method is based on newly developed finite elements, so-called Trigonometric Finite Wave Elements (TFWEs)...
Britta Heubeck, Christoph Pflaum, Gunther Steinle
SIAMSC
2008
116views more  SIAMSC 2008»
15 years 4 months ago
A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
Mohammed Lemou, Luc Mieussens
IJCIM
2007
99views more  IJCIM 2007»
15 years 4 months ago
Fuzzy multi-objective optimization for network design of integrated e-supply chains
Worldwide competition originated the development of Integrated E-Supply Chains (IESC) that are distributed manufacturing systems integrating international logistics and informatio...
Mariagrazia Dotoli, Maria Pia Fanti, Agostino Marc...
SIGCSE
2008
ACM
155views Education» more  SIGCSE 2008»
15 years 4 months ago
Towards a top-down approach to teaching an undergraduate grid computing course
Early undergraduate Grid computing courses generally took a bottom-up approach to Grid computing education starting with network protocols, client-server concepts, creating Web an...
Barry Wilkinson, Clayton Ferner
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