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  • Search: subject:"Distributed approximating functionals"
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Subject
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Cellular flames 1 Distributed approximating functionals 1 Estimation theory 1 Feynman-Kac equation 1 Kuramoto–Sivashinsky equation 1 Mode decomposition 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 SABR model 1 Schätztheorie 1 Spatio-temporal pattern formation 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 backward operator 1 distributed approximating functionals 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Blomgren, Peter 1 Gasner, Scott 1 Mazzoni, Thomas 1 Palacios, Antonio 1
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Mathematics and Computers in Simulation (MATCOM) 1 The European journal of finance 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A functional approach to pricing complex barrier options
Mazzoni, Thomas - In: The European journal of finance 20 (2014) 4/6, pp. 399-418
Persistent link: https://www.econbiz.de/10010462022
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Recent advances in 2+1-dimensional simulations of the pattern-forming Kuramoto–Sivashinsky equation
Blomgren, Peter; Palacios, Antonio; Gasner, Scott - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 6, pp. 1810-1823
-order unconditionally A-stable Crank–Nicolson scheme, using distributed approximating functionals (DAFs) for well-tempered, highly accurate …
Persistent link: https://www.econbiz.de/10010749649
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