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» Using Wavelet for Numerical Solution of Fredholm Integral Eq...
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FS
2010
105views more  FS 2010»
14 years 8 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
DAGSTUHL
2004
14 years 11 months ago
On the Complexity of Parabolic Initial Value Problems with Variable Drift
We study the intrinsic difficulty of solving linear parabolic initial value problems numerically at a single point. We present a worst case analysis for deterministic as well as fo...
Knut Petras, Klaus Ritter
DAC
2011
ACM
13 years 10 months ago
Fast non-monte-carlo transient noise analysis for high-precision analog/RF circuits by stochastic orthogonal polynomials
Stochastic device noise has become a significant challenge for high-precision analog/RF circuits, and it is particularly difficult to correctly include both white noise and flic...
Fang Gong, Hao Yu, Lei He
SIAMNUM
2010
106views more  SIAMNUM 2010»
14 years 4 months ago
Approximation of the Buckling Problem for Reissner-Mindlin Plates
This paper deals with the approximation of the buckling coefficients and modes of a clamped plate modeled by the Reissner-Mindlin equations. These coefficients are related with the...
Carlo Lovadina, David Mora, Rodolfo Rodrígu...
SIAMAM
2008
170views more  SIAMAM 2008»
14 years 10 months ago
Absolute Stability and Complete Synchronization in a Class of Neural Fields Models
Neural fields are an interesting option for modelling macroscopic parts of the cortex involving several populations of neurons, like cortical areas. Two classes of neural field equ...
Olivier D. Faugeras, François Grimbert, Jea...