EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Green’s function"
Narrow search

Narrow search

Year of publication
Subject
All
Green’s function 7 Option pricing theory 3 Optionspreistheorie 3 Estimation theory 2 Schätztheorie 2 ARMA model 1 ARMA process 1 ARMA-Modell 1 Admittance 1 Ambit stochastics 1 Analytical solution 1 Analytical solutions 1 Anisotropic ferromagnetic models 1 Black-Scholes PDE 1 Black-Scholes model 1 Black-Scholes-Modell 1 Boundary Integral Method 1 CVA 1 Cluster formation 1 Compensation point 1 Complexity analysis 1 Confined aquifer 1 Correlation 1 Credit derivative 1 Credit risk 1 Crossover phenomena 1 Derivat 1 Derivative 1 Discrete Green’s function 1 Discrete nonnegativity conservation 1 Elliptic problems 1 Exclusion 1 Ferrimagnetic system 1 Field effect transistors 1 General solution 1 Green’s Function 1 Green’s function first-passage (GFFP) 1 Groundwater hydraulics 1 Hessenbergians 1 Identification 1
more ... less ...
Online availability
All
Undetermined 12 Free 2
Type of publication
All
Article 14 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Aufsatz im Buch 1 Book section 1 Conference paper 1 Graue Literatur 1 Konferenzbeitrag 1 Non-commercial literature 1 Working Paper 1
more ... less ...
Language
All
Undetermined 11 English 4
Author
All
Hwang, Chi-Ok 2 Mascagni, Michael 2 Araiza, Roberto 1 Asatryan, Ara 1 Bagarti, Trilochan 1 Barndorff-Nielsen, Ole E. 1 Botten, Lindsay 1 Campana, L.S. 1 Canepa, Alessandra 1 De Cesare, L. 1 Dev, B.N. 1 Esposito, U. 1 Fen, Chiu-Shia 1 Given, James A. 1 Hsiao, Yi-long 1 Karanasos, Menelaos 1 Kundu, K. 1 Langtry, Tim 1 Mahdavi, Ali 1 McPhedran, Ross 1 Mercaldo, M.T. 1 Mert, G. 1 Mert, H.Ş. 1 Paraskevopoulos, Athanasios 1 Roy, Anupam 1 Saeki, Mizuhiko 1 Seyyedian, Hamid 1 Shin, Mincheol 1 Turfus, Colin 1 Vejchodský, Tomáš 1 Yeh, Hund-Der 1 Šolín, Pavel 1
more ... less ...
Published in...
All
Mathematics and Computers in Simulation (MATCOM) 5 Physica A: Statistical Mechanics and its Applications 4 Water Resources Management 2 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1 International Journal of Financial Studies : open access journal 1 Journal of mathematical finance 1 Working paper series 1
more ... less ...
Source
All
RePEc 11 ECONIS (ZBW) 4
Showing 11 - 15 of 15
Cover Image
Three-dimensional quantum simulation of multigate nanowire field effect transistors
Shin, Mincheol - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1060-1070
theory and the non-equilibrium Green’s function formalism, and its simulation consists of solutions of the three …
Persistent link: https://www.econbiz.de/10011050516
Saved in:
Cover Image
Discrete conservation of nonnegativity for elliptic problems solved by the hp-FEM
Šolín, Pavel; Vejchodský, Tomáš; Araiza, Roberto - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 205-210
Most results related to discrete nonnegativity conservation principles (DNCP) for elliptic problems are limited to finite differences and lowest-order finite element methods (FEM). In this paper we show that a straightforward extension to higher-order finite element methods (hp-FEM) in the...
Persistent link: https://www.econbiz.de/10011050978
Saved in:
Cover Image
Monte Carlo modelling of imperfections in two-dimensional photonic crystals
Langtry, Tim; Botten, Lindsay; Asatryan, Ara; … - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 385-393
In this paper we describe a Monte Carlo simulation of imperfections in photonic crystals, a new class of materials with optical properties that offer promise in a range of potential applications in the areas of information and communications technology. We describe the relevant physical and...
Persistent link: https://www.econbiz.de/10010870734
Saved in:
Cover Image
A Feynman–Kac path-integral implementation for Poisson’s equation using an h-conditioned Green’s function
Hwang, Chi-Ok; Mascagni, Michael; Given, James A. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 347-355
source term. In our approach, we use an h-conditioned Green’s function instead of simulating Brownian trajectories in detail … to implement this path-integral computation. The h-conditioned Green’s function allows us to represent the integral of … residence time density function: the h-conditioned Green’s function. The h-conditioned Green’s function allows us to solve the …
Persistent link: https://www.econbiz.de/10011050910
Saved in:
Cover Image
Analysis and comparison of Green’s function first-passage algorithms with “Walk on Spheres” algorithms
Hwang, Chi-Ok; Mascagni, Michael - In: Mathematics and Computers in Simulation (MATCOM) 63 (2003) 6, pp. 605-613
We analyze the optimization of the running times of Green’s function first-passage (GFFP) algorithms. The running times …
Persistent link: https://www.econbiz.de/10011051198
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...