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  • Search: subject:"Truncation error"
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Subject
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Truncation error 2 Barrier option 1 Discretization error 1 Joint probability of default 1 Laguerre expansion 1 Multidimensional Euler inversion 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Probability theory 1 Shallow water equations 1 Statistical error 1 Statistischer Fehler 1 Time splitting schemes 1 Variational method 1 Variationsrechnung 1 Wahrscheinlichkeitsrechnung 1 chi-square distribution 1 inverse Laplace transform 1 truncation error 1
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Undetermined 3
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Bourchtein, Andrei 1 Bourchtein, Ludmila 1 Castaño-Martínez, Antonia 1 López-Blázquez, Fernando 1 Shi, Chao 1 Zeng, Pingping 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 1 Operations research letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Computable error bounds of multidimensional Euler inversion and their financial applications
Zeng, Pingping; Shi, Chao - In: Operations research letters 50 (2022) 6, pp. 726-731
Persistent link: https://www.econbiz.de/10014230204
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Modified time splitting scheme for shallow water equations
Bourchtein, Andrei; Bourchtein, Ludmila - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 52-64
An alternating direction implicit scheme for the shallow water equations is considered. The truncation error related to …
Persistent link: https://www.econbiz.de/10010748662
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Distribution of a sum of weighted noncentral chi-square variables
Castaño-Martínez, Antonia; López-Blázquez, Fernando - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 2, pp. 397-415
Persistent link: https://www.econbiz.de/10005613230
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