97
Voted
MOC
2010
14 years 7 months ago
2010
In this paper, a Jacobi-collocation spectral method is developed for Volterra integral equations of the second kind with a weakly singular kernel. We use some function transformati...
88
Voted
FS
2010
14 years 11 months ago
2010
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...
PE
2008
Springer
14 years 11 months ago
2008
Springer
We consider single-server and multi-server queues with deterministic reneging times motivated by the timeout mechanisms used in application servers.. A Volterra integral equation ...