Search Results - subject:"Expansion method"

A model for overflow queuing network with two-station heterogeneous system

Saritha, S.; Mamatha, E.; Reddy, C. S.; Rajadurai, P. - In: International journal of process management and … 12 (2022) 2, pp. 147-158

Persistent link: https://www.econbiz.de/10013256871

Asymptotic expansion for some local volatility models arising in finance

Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; … - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 527-573

Persistent link: https://www.econbiz.de/10012127266

Modeling and optimization of buffers and servers in finite queueing networks

Martins, H. S. R.; Cruz, F. R. B.; Duarte, A. R.; … - In: Opsearch : journal of the Operational Research Society … 56 (2019) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10012008429

Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps

Ulyah, Siti Maghfirotul; Lin, Xenos Chang-Shuo; Miao, … - In: Finance research letters 24 (2018), pp. 113-128

Persistent link: https://www.econbiz.de/10011982515

Accurate and robust numerical methods for the dynamic portfolio management problem

Cong, Fei; Oosterlee, Cornelis Willebrordus - In: Computational economics 49 (2017) 3, pp. 433-458

Persistent link: https://www.econbiz.de/10011762120

High-order Taylor series expansion methods for error propagation in geographic information systems

Xue, Jie; Leung, Yee; Ma, Jiang-Hong - In: Journal of Geographical Systems 17 (2015) 2, pp. 187-206

operations. Simulation experiments indicate that the fifth-order Taylor series expansion method is most accurate compared with … a balance between accuracy and complexity, the third-order Taylor series expansion method appears to be a more …

Persistent link: https://www.econbiz.de/10011242083

On the application of spectral filters in a Fourier option pricing technique

Ruijter, Marjon; Versteegh, M.; Oosterlee, Cornelis … - In: The journal of computational finance 19 (2015) 1, pp. 75-106

Persistent link: https://www.econbiz.de/10011480718

Semiparametric single-index panel data models with cross-sectional dependence

Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312

Persistent link: https://www.econbiz.de/10011500361

Using a Fourier polynomial expansion to generate a spatial predictor

Dubé, Jean; Thériault, Marius; Des Rosiers, François - In: International Journal of Housing Markets and Analysis 5 (2012) 2, pp. 177-195

Purpose – Spatial autocorrelation in regression residuals is a major issue for the modeller because it disturbs parameter estimates and invalidates the reliability of conclusions drawn from models. The purpose of this paper is to develop an approach which generates new spatial predictors that...

Persistent link: https://www.econbiz.de/10014777759

Incorporating spatial variation in housing attribute prices: a comparison of geographically weighted regression and the spatial expansion method

Bitter, Christopher; Mulligan, Gordon; Sandy Dall’erba - In: Journal of Geographical Systems 9 (2007) 1, pp. 7-27

Persistent link: https://www.econbiz.de/10005680785