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Year of publication
Subject
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02.70.Ns Molecular dynamics and particle methods 6 Kinetic theory 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Quasi-particle methods 2 van der Waals model 2 05.20.Dd Kinetic theory 1 05.20.Jj Statistical mechanics of classical fluids 1 05.45.Jn High-dimensional chaos 1 05.45.Pq Numerical simulations of chaotic systems 1 05.90.+m Other topics in statistical physics 1 25.75.Nq Quark deconfinement 1 34.20.Cf Interatomic potentials and forces 1 36.40.Wa Charged clusters 1 47.20.Ma Interfacial instabilities 1 62.25.+g Mechanical properties of nanoscale systems 1 65.80.+n Thermal properties of small particles 1 68.35.-p Solid surfaces and solid-solid interfaces: structure and energetics 1 68.65.Hb Quantum dots 1 71.10.-w Theories and models of many-electron systems 1 American option 1 Bermudan option 1 Black-Scholes model 1 Black-Scholes-Modell 1 Computational finance 1 Control theory 1 Estimation theory 1 Fermion-boson symmetry 1 Feynman-Kac representation 1 Kontrolltheorie 1 Molecular dynamics and particle methods 1 Monte Carlo 1 Monte Carlo and statistical methods 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Particle methods 1 Plasma properties 1 Quantum statistics 1
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Online availability
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Undetermined 11 Free 1
Type of publication
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Article 11 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 11 English 2
Author
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Del Moral, Pierre 3 Hu, Peng 2 Oudjane, Nadia 2 Alder, B. 1 Barber, J. 1 Barwinkel, K. 1 Biró, T. S. 1 Bärwinkel, Klaus 1 Carmona, René 1 Cândido, L. 1 Duin, A. C.T. van 1 Fonseca, T. 1 Gao, F. 1 Germann, T. 1 Goddard, W. A. 1 Hai, G. 1 Hakala, M. 1 Jacob, T. 1 Järvi, T. T. 1 Kadau, K. 1 Kaniadakis, G. 1 Kantas, Nikolas 1 Kuronen, A. 1 Longo, S 1 Morriss, G. P. 1 Nordlund, K. 1 Rabelo, J. Teixeira 1 Schnack, J. 1 Schnack, Jürgen 1 Shevchenko, Pavel V. 1 Taniguchi, T. 1 Thelker, U. 1 Wang, Z. G. 1 Weber, W. J. 1 Whiteley, Nick 1 Zu, X. T. 1
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Institution
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Université Paris-Dauphine (Paris IX) 2
Published in...
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The European Physical Journal B - Condensed Matter and Complex Systems 6 Physica A: Statistical Mechanics and its Applications 3 Economics Papers from University Paris Dauphine 2 Mathematics of operations research 1 The journal of computational finance 1
Source
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RePEc 11 ECONIS (ZBW) 2
Showing 1 - 10 of 13
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An Introduction to Particle Methods with Financial Applications
Carmona, René; Del Moral, Pierre; Hu, Peng; Oudjane, Nadia - Université Paris-Dauphine (Paris IX) - 2012
The aim of this article is to give a general introduction to the theory of interacting particle methods, and an …
Persistent link: https://www.econbiz.de/10010706535
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Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.; Del Moral, Pierre - In: The journal of computational finance 20 (2016/2017) 4, pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
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Calculating principal eigen-functions of non-negative integral kernels : particle approximations and applications
Whiteley, Nick; Kantas, Nikolas - In: Mathematics of operations research 42 (2017) 4, pp. 1007-1034
Persistent link: https://www.econbiz.de/10011773301
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Snell Envelope with Small Probability Criteria
Del Moral, Pierre; Oudjane, Nadia; Hu, Peng - Université Paris-Dauphine (Paris IX) - 2012
We present a new algorithm to compute the Snell envelope in the specific case where the criteria to optimize is associated with a small probability or a rare event. This new approach combines the Stochastic Mesh approach of Broadie and Glasserman with a particle approximation scheme based on a...
Persistent link: https://www.econbiz.de/10010706559
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van der Waals revisited
Bärwinkel, Klaus; Schnack, Jürgen - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 18, pp. 4581-4588
The van-der-Waals version of the second virial coefficient is not far from being exact if the model parameters are appropriately chosen. It is shown how the van-der-Waals resemblance originates from the interplay of thermal averaging and superposition of scattering phase shift contributions. The...
Persistent link: https://www.econbiz.de/10011059729
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Development of a ReaxFF description for gold
Järvi, T. T.; Kuronen, A.; Hakala, M.; Nordlund, K.; … - In: The European Physical Journal B - Condensed Matter and … 66 (2008) 1, pp. 75-79
Persistent link: https://www.econbiz.de/10009280805
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Ground-state energy of a classical artificial molecule
Cândido, L.; Fonseca, T.; Rabelo, J. Teixeira; Hai, G. - In: The European Physical Journal B - Condensed Matter and … 64 (2008) 1, pp. 81-86
Persistent link: https://www.econbiz.de/10009280837
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Initial growth of the Rayleigh-Taylor instability via molecular dynamics
Barber, J.; Kadau, K.; Germann, T.; Alder, B. - In: The European Physical Journal B - Condensed Matter and … 64 (2008) 2, pp. 271-276
Persistent link: https://www.econbiz.de/10009281069
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Atomistic level studies on the tensile behavior of GaN nanotubes under uniaxial tension
Wang, Z. G.; Zu, X. T.; Gao, F.; Weber, W. J. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 4, pp. 413-418
Molecular dynamics method with the Stillinger-Weber (SW) potential has been employed to study the responses of GaN nanotubes (GaNNTs) to a uniaxial tensile load along the axial direction. It has been revealed that GaNNTs exhibits a completely different tensile behavior at different temperatures,...
Persistent link: https://www.econbiz.de/10009282789
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Two generalizations of the Boltzmann equation
Biró, T. S.; Kaniadakis, G. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 3-6
We connect two different extensions of Boltzmann's kinetic theory by requiring the same stationary solution. Non-extensive statistics can be produced by either using corresponding collision rates nonlinear in the one-particle densities or equivalently by using nontrivial energy composition rules...
Persistent link: https://www.econbiz.de/10009282235
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