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  • Search: subject:"Sequential splitting"
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Year of publication
Subject
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Black model 1 Cosine scheme 1 Linear stability 1 Option pricing theory 1 Optionspreistheorie 1 Sequential splitting 1 Sine-Gordon equation 1 Solitons 1 State space model 1 Stochastic process 1 Stochastischer Prozess 1 Yield curve 1 Zinsstruktur 1 Zustandsraummodell 1 affine Gaussian models 1 extended Kalman filter 1 quadratic Gaussian models 1 quasi-maximum likelihood 1 sequential splitting 1 vertical method oflines 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Khaliq, A.Q. M. 1 Realdon, Marco 1 Sheng, Q. 1 Voss, D.A. 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 1 The European journal of finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Gaussian models for Euro high grade government yields
Realdon, Marco - In: The European journal of finance 23 (2017) 13/15, pp. 1468-1511
Persistent link: https://www.econbiz.de/10012014691
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Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme
Sheng, Q.; Khaliq, A.Q. M.; Voss, D.A. - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 4, pp. 355-373
via a further application of a sequential splitting in a linearly implicit manner that avoids solving the nonlinear scheme …
Persistent link: https://www.econbiz.de/10010749626
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