The mechanical behavior of magnetic reading devices is mainly governed by compressible Reynolds equations when the air bearing modeling approximation is considered. First, the convection dominated feature motivates the use of a characteristics scheme adapted to steady state problems. Secondly, a...

For the calibration of the parameters in static and dynamic SABR stochastic volatility models, we propose the application of the GPU technology to the Simulated Annealing global optimization algorithm and to the Monte Carlo simulation. This calibration has been performed for EURO STOXX 50 index...