Search Results - subject:"iterative method"

An efficient approximation method for American exotic options

Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-sung; Kim, In-joon - In: The journal of futures markets 27 (2007) 1, pp. 29-59

Persistent link: https://www.econbiz.de/10003492996

An approximation method for analysis and valuation of credit correlation derivatives

Egami, Masahiko; Esteghamat, Kian - In: Journal of banking & finance 30 (2006) 2, pp. 341-364

Persistent link: https://www.econbiz.de/10003291266

Scaling up the sample average approximation method for stochastic optimization with applications to trading agents

Greenwald, Amy; Guillemette, Bryan; Naroditskiy, Victor; … - In: Agent-mediated electronic commerce : designing trading …, (pp. 187-199). 2006

Persistent link: https://www.econbiz.de/10003596337

Softwareagenten und Soft Computing im Geschäftsprozessmanagement : innovative Methoden und Werkzeuge zur Gestaltung, Steuerung und Kontrolle von Geschäftsprozessen in Dienstleistung, Verwaltung und Industrie ; Tagungsband zum 9. Symposium Soft Computing am 30.11.2006 an der TU Ilmenau

Nissen, Volker (ed.); Petsch, Mathias (contributor) - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003393322

Iterative method for the study of the thermodynamic behavior of hard-sphere Yukawa fluids

Baleón Tochimani, Sergio; Herrera, J.N.; Blum, L. - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 355-370

polynomial, which can be determined directly by a proposed iterative method. The method is illustrated by comparison against well …

Persistent link: https://www.econbiz.de/10011062333

Preconditioning techniques for the solution of the Helmholtz equation by the finite element method

Kechroud, Riyad; Soulaimani, Azzeddine; Saad, Yousef; … - In: Mathematics and Computers in Simulation (MATCOM) 65 (2004) 4, pp. 303-321

This paper discusses 2D and 3D solutions of the harmonic Helmholtz equation by finite elements. It begins with a short survey of the absorbing and transparent boundary conditions associated with the DtN technique. The solution of the discretized system by means of a standard Galerkin or Galerkin...

Persistent link: https://www.econbiz.de/10010748827

Soft Computing-Methoden in Sanierungsprüfung und -controlling : Entscheidungsunterstützung durch Computional Intelligence

Bennert, Reinhard - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002030736

Soft computing and its applications in business and economics

Aliev, Rafik A.; Fazlollahi, Bijan; Aliev, Rashad R. - 2004

Persistent link: https://www.econbiz.de/10009790886

Static structure factor and thermodynamic properties of a binary Yukawa mixture

Vázquez, Óscar; Herrera, J.N.; Blum, L. - In: Physica A: Statistical Mechanics and its Applications 325 (2003) 3, pp. 319-332

iterative method. We study binary mixtures with a factored interaction for which the classical Lorentz–Berthelot rules are …

Persistent link: https://www.econbiz.de/10011060446

Kinetics of homogeneous binary condensation at the stage of formation of the bulk of the liquid phase

Djikaev, Y.S.; Grinin, A.P.; Kuni, F.M. - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 3, pp. 387-403

The second stage of homogeneous binary condensation is considered. It is during this stage, following the stage of nucleation, that the bulk of the liquid phase is formed. A kinetic theory of homogeneous binary condensation at this stage is developed. Taking into account the depletion of the...

Persistent link: https://www.econbiz.de/10011057580