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  • Search: subject:"finite element"
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Year of publication
Subject
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Finite element method 67 Finite element analysis 23 Finite element 20 finite element method 19 Mathematical programming 10 Option pricing theory 10 Optionspreistheorie 10 Mathematische Optimierung 9 finite element 9 Theorie 7 Theory 7 Stochastic process 6 Stochastischer Prozess 6 Black-Scholes model 5 Black-Scholes-Modell 5 Error estimates 5 Finite element methods 5 Finite element modeling 5 Porous media 5 Simulation 5 finite element analysis 5 Finite Element Method 4 Finite element approximation 4 Finite element simulation 4 Ground coupled heat pumps 4 Modelling 4 Numerical simulation 4 Optimal control 4 A posteriori error estimates 3 Derivat 3 Derivative 3 Discontinuous Galerkin finite element method 3 Elasto-plasticity 3 Finite Element Method (FEM) 3 Finite element simulations 3 Finite-element simulations 3 Option trading 3 Optionsgeschäft 3 Singular stochastic control 3 Volatility 3
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Online availability
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Undetermined 207 Free 43 CC license 10
Type of publication
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Article 249 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Article 6 research-article 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Congress Report 1 Thesis 1 review-article 1
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Language
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Undetermined 200 English 63
Author
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Eldho, T. 4 Lazzari, S. 4 Rao, E. 4 Zanchini, E. 4 Ahmadian, D. 3 Golbabai, A. 3 Kolditz, O. 3 Linder, M. 3 Nagel, T. 3 Nedoma, J. 3 Ponta, Fernando L. 3 Roßkopf, C. 3 Sanfelici, Simona 3 Shao, H. 3 Wörner, A. 3 Barth, Andrea 2 Belgasmia, Mourad 2 Benyahia, H. 2 Bhattacharjee, Arnab 2 Cai, Liqian 2 Cai, Xin 2 Cao-Alvira, José 2 Chau, K. T. 2 Chen, Wei-Hsin 2 Christara, Christina C. 2 Dolejší, Vít 2 Dougalis, V.A. 2 Eames, P.C. 2 El Moumen, A. 2 Feistauer, Miloslav 2 Gozzi, Fausto 2 Gu, Rongrong 2 Hassoon, O. H. 2 Hlaváček, I. 2 Hlaváček, Ivan 2 Hong, Taehoon 2 Jackson, Kenneth R. 2 Ji, Kunpeng 2 Jin, Huan 2 Kaczmarek, P. 2
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Institution
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Society for Computational Economics - SCE 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 Facoltà di Economia, Università degli Studi di Parma 1 International Monetary Fund (IMF) 1 School of Economics and Finance, Business School 1 University of Bonn, Germany 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 80 Energy 22 Natural Hazards 17 Renewable Energy 15 Energies 12 Computational Optimization and Applications 10 Water Resources Management 8 Applied Energy 7 Technology audit and production reserves 7 International journal of production research 6 Computational Economics 3 Computational economics 3 Industrial Robot: An International Journal 3 Industrial Robot: the international journal of robotics research and application 3 International Journal of Manufacturing, Materials, and Mechanical Engineering (IJMMME) 3 Applied mathematical finance 2 Computing in Economics and Finance 2002 2 Discussion papers / Graduate School of Economics, Hitotsubashi University 2 Energy Reports 2 Energy reports 2 International Journal of Global Energy Issues 2 International Journal of Materials Forming and Machining Processes (IJMFMP) 2 International Journal of Surface Engineering and Interdisciplinary Materials Science (IJSEIMS) 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International journal of financial engineering 2 Journal of Intelligent Manufacturing 2 Surface Review and Letters (SRL) 2 AStA Advances in Statistical Analysis 1 Annals of Economics and Finance 1 Applied Mathematical Finance 1 CORE Discussion Papers 1 Computational Management Science 1 Computational Statistics 1 Decision analytics journal 1 Discussion Paper Serie B 1 Driving Quality Management and Sustainability in VUCA Environments : 4th International Conference on Quality Innovation and Sustainability (ICQIS), Setubal, Portugal, May 22-23, 2023 1 Economics Department Working Papers / Facoltà di Economia, Università degli Studi di Parma 1 Far East Journal of Psychology and Business 1 Finance Research Letters 1 IMF Working Papers 1
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Source
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RePEc 200 ECONIS (ZBW) 38 Other ZBW resources 16 EconStor 6 BASE 3
Showing 191 - 200 of 263
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A Distributed Kinematic Wave–Philip Infiltration Watershed Model Using FEM, GIS and Remotely Sensed Data
Venkata, Reddy; Eldho, T.; Rao, E.; Chithra, N. - In: Water Resources Management 22 (2008) 6, pp. 737-755
kinematic wave based distributed watershed model which simulates runoff on an event basis has been presented here. The finite … element method (FEM) has been used to simulate the overland runoff and channel flow. Philip model has been used for the …
Persistent link: https://www.econbiz.de/10010794328
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Bivariate variational splines with monotonicity constraints
Kouibia, A.; Pasadas, M. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 228-236
monotonicity criteria we define the notion of the pseudo-monotone interpolating variational spline in a finite element space. We …
Persistent link: https://www.econbiz.de/10010869867
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Numerical analysis of a nonlocal parabolic problem resulting from thermistor problem
Ammi, Sidi; Rchid, Moulay; Torres, Delfim F.M. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 291-300
We analyze the spatially semidiscrete piecewise linear finite element method for a nonlocal parabolic equation … form associated with the variational formulation of the finite element method. We assume minimal regularity of the exact …
Persistent link: https://www.econbiz.de/10010749864
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Parameters identification in a seawater intrusion model using adjoint sensitive method
Tber, Moulay Hicham; El Alaoui Talibi, Mohamed; Ouazar, … - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 301-312
A numerical method is presented for simultaneous identification of spatially distributed hydraulic conductivity and storativity in a seawater intrusion model. The technique is based on a nonlinear optimization procedure that minimizes the squared error between observed and computed water head...
Persistent link: https://www.econbiz.de/10010750157
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A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES
YANG, HONGTAO - In: International Journal of Theoretical and Applied … 10 (2007) 01, pp. 31-49
In this paper we propose a new finite element method for pricing of bond options under time inhomogeneous one …
Persistent link: https://www.econbiz.de/10004971788
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Application of an h-adaptive finite element model for wind energy assessment in Nevada
Pepper, Darrell W.; Wang, Xiuling - In: Renewable Energy 32 (2007) 10, pp. 1705-1722
-generation Mesoscale Model (MM5) was used in conjunction with an h-adaptive finite element model and local tower data for a 1-year cycle …
Persistent link: https://www.econbiz.de/10010805919
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Finite element approach to modelling evolution of 3D shape memory materials
Roy Mahapatra, D.; Melnik, R.V.N. - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 141-148
A general finite element framework for the application to different types of phase transforming alloys and under …
Persistent link: https://www.econbiz.de/10010870459
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Surge simulations for 1999 Orissa super cyclone using a finite element model
Latha, G.; Rao, E. P. Rama - In: Natural Hazards 40 (2007) 3, pp. 615-625
, transmission lines, power supply, roads and buildings. In the present study, a fine resolution finite element model is used to … reports. Comparison of results show that they are in good agreement with the observed surges, and the finite element model can …
Persistent link: https://www.econbiz.de/10010846680
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Numerical solution of a long-term average control problem for singular stochastic processes
Kaczmarek, P.; Kent, S.; Rus, G.; Stockbridge, R.; Wade, B. - In: Computational Statistics 66 (2007) 3, pp. 451-473
(a Markov chain approximation to the diffusion) and using a finite element method to approximate the stationary density …
Persistent link: https://www.econbiz.de/10010847516
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Numerical integration in the DGFEM for nonlinear convection-diffusion problems
Sobotíková, Veronika; Feistauer, Miloslav - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 193-197
The effect of numerical integration in the DGFEM for nonlinear convection-diffusion problems in 2D is studied. The volume and line integrals in the space semidiscretization are evaluated by numerical quadratures. The main goal is to estimate the error caused by the numerical integration and to...
Persistent link: https://www.econbiz.de/10011050537
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