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Search: subject:"truncation error"
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Truncation error
2
Barrier option
1
Discretization error
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Joint probability of default
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Laguerre expansion
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Multidimensional Euler inversion
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Option pricing theory
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Option trading
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Statistischer Fehler
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chi-square distribution
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inverse Laplace transform
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Bourchtein, Andrei
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Bourchtein, Ludmila
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Castaño-Martínez, Antonia
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López-Blázquez, Fernando
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Shi, Chao
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Zeng, Pingping
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Mathematics and Computers in Simulation (MATCOM)
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Operations research letters
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
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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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2
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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3
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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