Search Results - subject:"Finite differences"

Technical note: on the convergence rate of stochastic approximation for gradient-based stochastic optimization

Hu, Jiaqiao; Fu, Michael - In: Operations research 73 (2025) 2, pp. 1143-1150

Persistent link: https://www.econbiz.de/10015445478

Quantile optimization via multiple-timescale local search for black-box functions

Hu, Jiaqiao; Song, Meichen; Fu, Michael - In: Operations research 73 (2025) 3, pp. 1535-1557

Persistent link: https://www.econbiz.de/10015445769

Hedge-fund management with liquidity constraint

Ramirez, Hugo E.; Duck, Peter; Johnson, Paul; Howell, … - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-31

Persistent link: https://www.econbiz.de/10012153086

Step size selection in numerical differences using a regression kink

Kostyrka, Andrei͏̈ - 2025

Persistent link: https://www.econbiz.de/10015407436

Finite difference methods for the non-linear Black-Scholes-Barenblatt equation

Budke, Albrecht - 2013

Persistent link: https://www.econbiz.de/10010528523

Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations

Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael - In: The journal of computational finance 21 (2017/2018) 5, pp. 1-33

Persistent link: https://www.econbiz.de/10011860891

The optimal interaction between a hedge fund manager and investor

Ramirez, Hugo Eduardo; Johnson, Paul; Duck, Peter; … - In: Applied mathematical finance 25 (2018) 5/6, pp. 483-510

Persistent link: https://www.econbiz.de/10012129178

A hybrid approach for the implementation of the Heston model

Briani, Maya; Caramellino, Lucia; Zanette, Antonio - In: IMA journal of management mathematics 28 (2017) 4, pp. 467-500

Persistent link: https://www.econbiz.de/10011845242

A family of positivity preserving schemes for numerical solution of Black-Scholes equation

Khalsaraei, M. Mehdizadeh; Jahandizi, R. Shokri - In: International journal of financial engineering 3 (2016) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10011673081

A Confrontation of Lattice Boltzmann, Finite Difference and Taguchi Experimental Design Results for Optimizing Plasma Spraying Operating Conditions Toward Deposit Requirements

Djebali, Ridha - In: International Journal of Energy Optimization and … 6 (2017) 4, pp. 16-34

The aim of the present work is the confrontation of three numerical techniques results to optimize the operating conditions of thermal plasma spraying process. The Lattice Boltzmann method (LBM) is used to scrutinize dispersion effects of injection parameters on droplet impact characteristics...

Persistent link: https://www.econbiz.de/10012044570