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  • Search: subject:"Green's function"
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Year of publication
Subject
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Green function 13 Green's function 9 Option pricing theory 3 Optionspreistheorie 3 Time series analysis 3 Zeitreihenanalyse 3 Anomalous diffusion 2 Boundary Harnack principle 2 Density matrix 2 Distribution function 2 Fractional diffusion equation 2 Lorentz gas 2 Option trading 2 Optionsgeschäft 2 Stochastic process 2 Stochastischer Prozess 2 The Green function 2 (Double) barrier options 1 32.60.+i 1 73.21.-b 1 73.43.Lp 1 ARMA model 1 ARMA process 1 ARMA-Modell 1 Absorbed power 1 Adaline learning 1 American options 1 Arrow-Debreu 1 Asian option 1 Asymptotic stability 1 Ball process 1 Bessel diffusion process 1 Bessel functions 1 Boundary integral equation 1 Boundary roughness effect 1 Brownian motion 1 CAPM 1 CVA 1 Callable Bond 1 Capital income 1
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Online availability
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Undetermined 24 Free 4
Type of publication
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Article 27 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
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Language
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Undetermined 23 English 7
Author
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Vondraček, Zoran 3 Kim, Panki 2 Lenzi, E.K. 2 Lenzi, M.K. 2 Song, Renming 2 da Silva, L.R. 2 Aleksandrov, N.L. 1 Buch, Arne 1 Burtnyak, Ivan 1 Canepa, Alessandra 1 Carr, Peter 1 Chen, Jun 1 Claeyssen, J.R. 1 Coffey, W.T. 1 Coraddu, M 1 Crothers, D.S.F. 1 D'Halluin, Y. 1 Dehghan, Mehdi 1 Denis, Laurent 1 Dimov, I.T. 1 Ding, Lin-Jie 1 Dorfleitner, Gregor 1 Evangelista, L.R. 1 Feng, Runhuan 1 Fisch, N.J. 1 Forsyth, P. A. 1 Garibotti, C. 1 Gonçalves, G. 1 Gurov, T.V. 1 Hawlitschek, Kurt 1 Härdle, Wolfgang Karl 1 Itkin, Andrey 1 Kajita, Mami 1 Kajita, Seiji 1 Kara, Fuat 1 Karanasos, Menelaos 1 Ketenoğlu, D. 1 Kulsrud, R.M. 1 Labahn, G. 1 Li, S 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Physica A: Statistical Mechanics and its Applications 10 Stochastic Processes and their Applications 4 Mathematics and Computers in Simulation (MATCOM) 3 Applied Mathematical Finance 1 Astin bulletin : the journal of the International Actuarial Association 1 Computational Economics 1 IRTG 1792 Discussion Paper 1 International Journal of Financial Studies 1 International journal of forecasting 1 Investment management and financial innovations 1 MPRA Paper 1 Quantitative Finance 1 Quantitative finance 1 Renewable Energy 1 Surface Review and Letters (SRL) 1 Working paper series 1
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Source
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RePEc 23 ECONIS (ZBW) 5 EconStor 2
Showing 21 - 30 of 30
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The free surface of a coupled ocean–atmosphere model due to forcing effects
Claeyssen, J.R.; Garibotti, C.; Vielmo, S. - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 114-124
response are identified by using a spectral operator basis that is generated by a dynamical Green function. This later was …
Persistent link: https://www.econbiz.de/10010870014
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Fractional diffusion equation and Green function approach: Exact solutions
Lenzi, E.K.; Mendes, R.S.; Gonçalves, G.; Lenzi, M.K.; … - In: Physica A: Statistical Mechanics and its Applications 360 (2006) 2, pp. 215-226
We investigate the solutions of a fractional diffusion equation with radial symmetry by using the Green function …
Persistent link: https://www.econbiz.de/10011064517
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Self-consistent theory of the long-range order in solid solutions
Olemskoi, Alexander - In: Physica A: Statistical Mechanics and its Applications 346 (2005) 3, pp. 303-326
component of Green function, the Goldstone mode of the symmetry restoration is represented by the instant vertex function. …
Persistent link: https://www.econbiz.de/10011059465
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Numerical modelling of the quantum-tail effect on fusion rates at low energy
Coraddu, M; Mezzorani, G; Petrushevich, Yu.V; Quarati, P; … - In: Physica A: Statistical Mechanics and its Applications 340 (2004) 1, pp. 496-500
Results of numerical simulations of fusion rate d(d,p)t, for low-energy deuteron beam, colliding with deuterated metallic matrix (Phys. Lett. B 547 (2002) 193; Eur. Phys. J. A 13 (2002) 377) confirm analytical estimates given in M. Coraddu et al. (Quantum-tail effect in low energy d+d reaction in...
Persistent link: https://www.econbiz.de/10010589390
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Nonlinear Liouville equation, project Green function and stabilizing quantum computing
Qiao, Bi; Ruda, H.E. - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 197-224
establish formalism of project Green functions (PGF) for project/open quantum system. We found that PGF can be related to Green … function (GF) by the similarity operators in subdynamics. There are parallel structure and relations between PGF and GF …
Persistent link: https://www.econbiz.de/10010591006
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Quantum corrections to the distribution function of particles over momentum in dense media
Starostin, A.N.; Mironov, A.B.; Aleksandrov, N.L.; … - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 1, pp. 287-296
A simple derivation of the Galitskii–Yakimets distribution function over momentum is presented. For dense plasmas it contains the law ∼p−8 as a quantum correction to the classical Maxwellian distribution function at large momenta. The integral equation for the width of the spectral...
Persistent link: https://www.econbiz.de/10011057887
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A numerical PDE approach for pricing callable bonds
D'Halluin, Y.; Forsyth, P. A.; Vetzal, K. R.; Labahn, G. - In: Applied Mathematical Finance 8 (2001) 1, pp. 49-77
proposed. Unfortunately, the Green's function method is limited to special cases. Consequently, it is desirable to develop a …
Persistent link: https://www.econbiz.de/10005495367
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Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution
Coffey, W.T.; Crothers, D.S.F.; Titov, S.V. - In: Physica A: Statistical Mechanics and its Applications 298 (2001) 3, pp. 330-350
Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function …
Persistent link: https://www.econbiz.de/10010588499
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Complex dynamics in learning systems
Wong, K.Y. Michael; Li, S; Tong, Y.W - In: Physica A: Statistical Mechanics and its Applications 288 (2000) 1, pp. 397-401
To describe the dynamics of learning an input–output relation from a set of examples, the evolution of an appropriate choice of macroscopic dynamical variables have to be found. Recent progress in on-line learning only addresses the often unrealistic case of an infinite training set. For...
Persistent link: https://www.econbiz.de/10010589918
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Estimates of the computational complexity of iterative Monte Carlo algorithm based on Green's function approach1Supported by the Ministry of Education, Science and Technology of Bu...
Dimov, I.T.; Gurov, T.V. - In: Mathematics and Computers in Simulation (MATCOM) 47 (1998) 2, pp. 183-199
uses the local integral presentation by Green's function. The integral transformation kernel is obtained applying the …
Persistent link: https://www.econbiz.de/10011050737
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