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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 1 - 10 of 22
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A hybrid spectral-finite difference method for numerical pricing of time-fractional Black-Scholes equation
Mollahasani, Nasibeh - In: Computational economics 64 (2024) 2, pp. 841-869
Persistent link: https://www.econbiz.de/10015078067
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A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.; Rashidinia, J. - In: Computational economics 63 (2024) 2, pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
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Analytical and numerical solutions for a special nonlinear equation
Fard, Hossein Sahebi; Dastranj, Elham; Hejazi, Reza; … - In: International journal of financial engineering 11 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014521393
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A spectral representation of the Phillips Curve in Australia
Mallick, Debdulal - 2015
Persistent link: https://www.econbiz.de/10011302067
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Policy regimes and the shape of the Phillips curve in Australia
Mallick, Debdulal - In: Journal of policy modeling : JPMOD ; a social science … 41 (2019) 6, pp. 1077-1094
Persistent link: https://www.econbiz.de/10012300659
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A Spectral Representation of the Phillips Curve in Australia
Mallick, Debdulal - Volkswirtschaftliche Fakultät, … - 2014
We document evolving patterns in the inflation-unemployment relationship in Australia in the frequency domain under different monetary policy regimes and labor market regulations. The RBA adopted monetary targeting in 1976 and inflation targeting in 1993. There were important changes in the...
Persistent link: https://www.econbiz.de/10011114212
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СПЕКТРАЛЬНЫЙ МЕТОД АНАЛИЗА СТОХАСТИЧЕСКИХ СИСТЕМ С РАЗРЫВАМИ ТРАЕКТОРИЙ, ОПИСЫВАЕМЫМИ СЛУЧАЙНОЙ СМЕСЬЮ ЭРЛАНГОВСКИХ РАСПРЕДЕЛЕНИЙ
СЕРГЕЕВИЧ, КОЖЕВНИКОВ АЛЕКСАНДР - In: Управление большими … (2013) 3, pp. 47-71
В статье рассматриваются стохастические системы управления с импульсными воздействиями, которые образуют гиперэрланговские потоки событий и приводят к...
Persistent link: https://www.econbiz.de/10011227072
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Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael - In: The journal of computational finance 21 (2017/2018) 5, pp. 1-33
Persistent link: https://www.econbiz.de/10011860891
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Tifinagh Printed Character Recognition through Structural Feature Extraction
Ouadid, Youssef; Fakir, Mohamed; Minaoui, Brahim - In: International Journal of Computer Vision and Image … 6 (2016) 2, pp. 42-53
In this paper a system for the recognition of printed Tifinagh characters is presented. It is divided into three main steps: preprocessing, feature extraction, and classification. Image quality is enhanced through preprocessing which are: binarization, normalization and thinning. Then the image...
Persistent link: https://www.econbiz.de/10012043818
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A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; … - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
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