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MCS
2008
Springer
14 years 10 months ago
2008
Springer
We show how to simulate Brownian motion not on a regular time grid, but on a regular spatial grid. That is, when it first hits points in Z for some > 0. Central to our method ...
MCS
2008
Springer
14 years 10 months ago
2008
Springer
A nonlinear model of inflation and growth, with a fixed rate of money growth, is developed and its global dynamics analysed. These are compared with the local, linearised dynamics...
MCS
2008
Springer
14 years 10 months ago
2008
Springer
A deeper understanding of quantum effects in nano-electronic devices helps to improve the functionality and to develop new device types. The performance of carbon nanotube (CNT) f...
MCS
2007
Springer
14 years 10 months ago
2007
Springer
The analogue of Black–Scholes formula for vanilla call option price in conditions of (B, S)-securities market with delayed response is derived. A special case of continuous-time...
MCS
2007
Springer
14 years 10 months ago
2007
Springer
A general finite element framework for the application to different types of phase transforming alloys and under general thermomechanical loadings is presented. The developed tec...