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  • Search: subject:"Padé approximation"
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Year of publication
Subject
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Padé approximation 9 Estimation theory 2 Incomplete information 2 Matrix exponential distributions 2 Option pricing theory 2 Optionspreistheorie 2 Schätztheorie 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 A-stable method 1 Aproximación de Padé 1 Banana 1 Canary economy 1 Collective risk model 1 Convolution 1 Corank and Rank Tables 1 Corner Method (C-Table) 1 Coronavirus 1 Covid-19 model 1 Crop Production/Industries 1 Crowding effect 1 De Vylder's approximation 1 De Vylder’s approximation 1 Dividend 1 Dividende 1 Economic capital 1 Economía canaria 1 Evolutionary algorithm 1 Evolutionary computing 1 Evolutionärer Algorithmus 1 Expectations 1 Expectativas 1 Fractional diffusion equation 1 Generalized gamma convolution 1 Hybrid optimizer 1 Identification Stage 1 Individual risk model 1 International Relations/Trade 1
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Online availability
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Undetermined 6 Free 3 CC license 1
Type of publication
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Article 9 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 6 Undetermined 4
Author
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Pistorius, M. 2 Ahmadian, Ali 1 Ahmed, Nauman 1 Ali, Javaid 1 Avram, F. 1 Avram, Florin 1 CONCEPCIÓN, CONCEPCIÓN GONZÁLEZ 1 Candelaria, Mª 1 FARIÑA, MARÍA CANDELARIA GIL 1 Fariña, Gil 1 Ferrara, Massimiliano 1 Furman, Edward 1 Geiger, Gerhard 1 Ghafouri, Hamideh 1 Gil-Fariña, María Candelaria 1 González Concepción, Concepción 1 González-Concepción, Concepción 1 Gregoritza, Withold 1 Hackmann, Daniel 1 Jovanović, Vladimir 1 Khani, Ali 1 Kuznetsov, Alexey 1 Lucic, Vladimir 1 Matko, Drago 1 Pestano-Gabino, Celina 1 Rafiq, Muhammad 1 Ranjbar, Mojtaba 1 Raza, Ali 1
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 1
Published in...
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Insurance / Mathematics & economics 2 Computational economics 1 Estudios de Economía Aplicada 1 Insurance: Mathematics and Economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Operations research perspectives 1 Revista Española de Estudios Agrosociales y Pesqueros 1 Statistics and Econometrics Working Papers 1 The journal of computational finance 1
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Source
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ECONIS (ZBW) 5 RePEc 5
Showing 1 - 10 of 10
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Evolutionary optimized Padé approximation scheme for analysis of COVID-19 model with crowding effect
Ali, Javaid; Raza, Ali; Ahmed, Nauman; Ahmadian, Ali; … - In: Operations research perspectives 8 (2021), pp. 1-13
This work presents a novel evolutionary computation-based Padé approximation (EPA) scheme for constructing a closed …
Persistent link: https://www.econbiz.de/10012697285
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Analytical conversion between implied volatilities based on different dividend models
Lucic, Vladimir; Jovanović, Vladimir - In: The journal of computational finance 26 (2022) 3, pp. 103-120
Persistent link: https://www.econbiz.de/10014314571
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The use of partial fractional form of A-stable Padé schemes for the solution of fractional diffusion equation with application in option pricing
Ghafouri, Hamideh; Ranjbar, Mojtaba; Khani, Ali - In: Computational economics 56 (2020) 4, pp. 695-709
Persistent link: https://www.econbiz.de/10012390443
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On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey - In: Insurance / Mathematics & economics 90 (2020), pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
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An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models
Pestano-Gabino, Celina; González-Concepción, Concepción - Departamento de Estadistica, Universidad Carlos III de … - 2010
This paper presents an algebraic analysis using Matrix Padé Aproximation to improve the identification stage of the proposal in [6] on Scalar Component Models, specifically as it refers to the choice of a parameter they denote h. The original methodology in [6] is based on the construction and...
Persistent link: https://www.econbiz.de/10008625891
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On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes
Avram, F.; Pistorius, M. - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 57-64
Padé rational approximations are a very convenient approximation tool, due to the easiness of obtaining them, as solutions of linear systems. Not surprisingly, many matrix exponential approximations used in applied probability are particular cases of the first and second order “admissible...
Persistent link: https://www.econbiz.de/10011116646
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On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
Avram, Florin; Pistorius, M. - In: Insurance / Mathematics & economics 59 (2014), pp. 57-64
Persistent link: https://www.econbiz.de/10010469185
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La producción del plátano en Canarias y las expectativas del agricultor sobre la ayuda compensatoria
FARIÑA, MARÍA CANDELARIA GIL; CONCEPCIÓN, … - In: Revista Española de Estudios Agrosociales y Pesqueros (2002) 194
the Padé approximation and its application to the analysis and modelling of time series. With this aim in view, we …
Persistent link: https://www.econbiz.de/10011078296
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Verification of various pipeline models
Matko, Drago; Geiger, Gerhard; Gregoritza, Withold - In: Mathematics and Computers in Simulation (MATCOM) 53 (2000) 4, pp. 303-308
The paper deals with the verification of three pipeline models: the non-linear distributed parameters model, the linear distributed parameter model and the linear lumped parameters model. All the models were comparatively verified on the basis of the measurements on a real pipeline.
Persistent link: https://www.econbiz.de/10010750012
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Modelización racional de series temporales no causales: algunas propuestas de caracterización dinámica.
Fariña, Gil; Candelaria, Mª; González Concepción, … - In: Estudios de Economía Aplicada 8 (1997) Diciembre, pp. 77-107
methodology based on the theory to represent series in a rational form and more specifically, the Padé approximation. This tool …
Persistent link: https://www.econbiz.de/10005814451
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