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  • Search: subject:"Predictor–corrector method"
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Year of publication
Subject
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Mathematical programming 2 Mathematische Optimierung 2 Predictor–corrector method 2 American option pricing 1 Density estimation 1 Filament 1 Finite difference method 1 Generative model 1 Method of lines 1 Microscopic–macroscopic dynamics 1 Non-local effects 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Penalty method 1 Predictor-Corrector method 1 Principal curve 1 Rational approximation 1 Refuge 1 Ridge curve 1 Rosenzweig’s model 1 Stability analysis 1 Theorie 1 Theory 1 interior-point path-following method 1 perfect stationay point 1 predictor-corrector method 1 variational inequiality problem 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 2
Author
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Ahmadian, D. 1 Bhattacharya, Sabyasachi 1 Chattopadhyay, Joydev 1 Dang, Chuangyin 1 Kalantari, R. 1 Meng, Xiaoxuan 1 N’Guérékata, Gaston M. 1 Pal, Joydeep 1 Pulkkinen, Seppo 1 Rana, Sourav 1 Shahmorad, S. 1 Talman, Dolf 1
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Published in...
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Computational Statistics & Data Analysis 1 Computational economics 1 Discussion paper / Center for Economic Research, Tilburg University 1 Physica A: Statistical Mechanics and its Applications 1
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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An interior-point path-following method for computing a perfect stationary point of a polynomial mapping on a polytope
Dang, Chuangyin; Meng, Xiaoxuan; Talman, Dolf - 2015
Persistent link: https://www.econbiz.de/10011350148
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The stability analysis of predictor-corrector method in solving American option pricing model
Kalantari, R.; Shahmorad, S.; Ahmadian, D. - In: Computational economics 47 (2016) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10011712341
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Ridge-based method for finding curvilinear structures from noisy data
Pulkkinen, Seppo - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 89-109
Extraction of curvilinear structures from noisy data is an essential task in many application fields such as data analysis, pattern recognition and machine vision. The proposed approach assumes a random process in which the samples are obtained from a generative model. The model specifies a set...
Persistent link: https://www.econbiz.de/10011117702
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Paradox of enrichment: A fractional differential approach with memory
Rana, Sourav; Bhattacharya, Sabyasachi; Pal, Joydeep; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3610-3621
The paradox of enrichment (PoE) proposed by Rosenzweig [M. Rosenzweig, The paradox of enrichment, Science 171 (1971) 385–387] is still a fundamental problem in ecology. Most of the solutions have been proposed at an individual species level of organization and solutions at community level are...
Persistent link: https://www.econbiz.de/10010679203
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