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  • Search: subject:"Spectral method"
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Year of publication
Subject
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Spectral method 10 Option pricing theory 6 Optionspreistheorie 6 Stochastic process 6 Stochastischer Prozess 6 Business-cycle 4 Frequency 4 Long-run 4 Phillips curve 4 Black-Scholes model 3 Black-Scholes-Modell 3 Arbeitsmarktpolitik 2 Australia 2 Australien 2 Chebyshev spectral method 2 Derivat 2 Derivative 2 Fourier analysis 2 Fourier-Analyse 2 Galerkin spectral method 2 Geldpolitik 2 Labour market policy 2 Local time 2 Monetary policy 2 Phillips-Kurve 2 Transaction costs 2 Transaktionskosten 2 spectral method 2 1976-1993 1 A posteriori error estimator 1 A priori error estimate 1 ALM 1 ANALYSIS PROBLEM 1 Algorithm 1 Algorithmus 1 Analysis 1 Bilinear pseudo-spectral method 1 Boussinesq equation 1 Character Recognition 1 Chebyshev polynomials 1
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Online availability
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Undetermined 16 Free 3
Type of publication
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Article 19 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 12 English 10
Author
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Mallick, Debdulal 4 Christou, M.A. 2 Christov, C.I. 2 Bertelli, Erik 1 Bhuruth, Muddun 1 Coonjobeharry, Radha Krishn 1 Dastranj, Elham 1 De Schepper, Ann 1 Decamps, Marc 1 Ehrhardt, Matthias 1 Fakir, Mohamed 1 Fard, Hossein Sahebi 1 Goovaerts, Marc 1 Günther, Michael 1 Hejazi, Reza 1 Hendricks, Christian 1 Hervé, Loïc 1 Hochbaum, Dorit S. 1 Huang, Dan 1 Jaddu, Hussein 1 Jajarmi, Amin 1 Ji, Min 1 Kao, Chiu-Yen 1 Khasi, M. 1 Kodama, Yuji 1 Ledoux, James 1 Lyu, Cheng 1 Maré, Eben 1 Minaoui, Brahim 1 Mollahasani, Nasibeh 1 Nteumagné, B. F. 1 Ouadid, Youssef 1 Pindza, E. 1 Rashidinia, J. 1 SHIRAYAMA, SUSUMU 1 Tangman, Désiré Yannick 1 UCHIDA, MAKOTO 1 Xie, Fuding 1 Yang, Danping 1 Zhang, Yong 1
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Institution
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 4 Computational economics 2 Physica A: Statistical Mechanics and its Applications 2 Advances in Complex Systems (ACS) 1 Computational Optimization and Applications 1 EURO journal on computational optimization 1 Economics Series / Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 International Journal of Computer Vision and Image Processing (IJCVIP) 1 International journal of financial engineering 1 International journal of theoretical and applied finance 1 Journal of mathematical finance 1 Journal of policy modeling : JPMOD ; a social science forum of world issues 1 MPRA Paper 1 School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University 1 Statistics & Probability Letters 1 The journal of computational finance 1 Управление большими системами: сборник трудов 1
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Source
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RePEc 12 ECONIS (ZBW) 9 Other ZBW resources 1
Showing 11 - 20 of 22
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Legendre–Galerkin spectral methods for optimal control problems with integral constraint for state in one dimension
Zhou, Jianwei; Yang, Danping - In: Computational Optimization and Applications 61 (2015) 1, pp. 135-158
<Para ID="Par1">In this paper, we investigate the optimal control problems governed by elliptic equations with integral constraint for state variable in one dimension by Legendre–Galerkin spectral methods. We deduce optimal conditions of the optimal control problems. Meanwhile, we obtain an a priori error...</para>
Persistent link: https://www.econbiz.de/10011241258
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A Spectral Representation of the Phillips Curve in Australia
Mallick, Debdulal - Deakin University, Faculty of Business and Law, School … - 2015
We present the Phillips curve in Australia in the frequency domain and document an evolving pattern in its slope at low frequencies under different monetary policy regimes and labor market regulations. The RBA adopted monetary targeting in 1976 and inflation targeting in 1993. There were...
Persistent link: https://www.econbiz.de/10011249526
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Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.; Pindza, E.; Maré, Eben - In: Journal of mathematical finance 4 (2014) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
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A local limit theorem for densities of the additive component of a finite Markov Additive Process
Hervé, Loïc; Ledoux, James - In: Statistics & Probability Letters 83 (2013) 9, pp. 2119-2128
In this paper, we are concerned with centered Markov Additive Processes {(Xt,Yt)}t∈T where the driving Markov process {Xt}t∈T has a finite state space. Under suitable conditions, we provide a local limit theorem for the density of the absolutely continuous part of the probability...
Persistent link: https://www.econbiz.de/10011040159
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Evaluating performance of image segmentation criteria and techniques
Hochbaum, Dorit S.; Lyu, Cheng; Bertelli, Erik - In: EURO journal on computational optimization 1 (2013) 1/2, pp. 155-180
Persistent link: https://www.econbiz.de/10010394165
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Numerical study of the KP equation for non-periodic waves
Kao, Chiu-Yen; Kodama, Yuji - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 7, pp. 1185-1218
The Kadomtsev–Petviashvili (KP) equation describes weakly dispersive and small amplitude waves propagating in a quasi-two-dimensional situation. Recently a large variety of exact soliton solutions of the KP equation has been found and classified. Those soliton solutions are localized along...
Persistent link: https://www.econbiz.de/10010751892
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The detection of community structure in network via an improved spectral method
Xie, Fuding; Ji, Min; Zhang, Yong; Huang, Dan - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 15, pp. 3268-3272
issues in the study of network systems. Based on the improved shared nearest neighbor (SNN) similarity matrix, spectral … method and fuzzy c-means (FCM) clustering algorithm, this paper proposes a new algorithm for detecting the communities in …
Persistent link: https://www.econbiz.de/10010871794
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EIGENMODE OF THE DECISION-BY-MAJORITY PROCESS IN COMPLEX NETWORKS
UCHIDA, MAKOTO; SHIRAYAMA, SUSUMU - In: Advances in Complex Systems (ACS) 11 (2008) 04, pp. 565-579
The nature of the dynamics of opinion formation or zero-temperature Ising models modeled as a decision-by-majority process in complex networks is investigated using eigenmode analysis. The Hamiltonian of the system is defined and estimated by eigenvectors of the adjacency matrix constructed from...
Persistent link: https://www.econbiz.de/10004977695
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Fourier–Galerkin method for 2D solitons of Boussinesq equation
Christou, M.A.; Christov, C.I. - In: Mathematics and Computers in Simulation (MATCOM) 74 (2007) 2, pp. 82-92
We develop a Fourier–Galerkin spectral technique for computing the stationary solutions of 2D generalized wave equations. To this end a special complete orthonormal system of functions in L2(−∞,∞) is used for which product formula is available. The exponential rate of convergence is...
Persistent link: https://www.econbiz.de/10011050949
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A path integral approach to asset-liability management
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 404-416
Functional integrals constitute a powerful tool in the investigation of financial models. In the recent econophysics literature, this technique was successfully used for the pricing of a number of derivative securities. In the present contribution, we introduce this approach to the field of...
Persistent link: https://www.econbiz.de/10011060750
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