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Optimal Quantization for Finance: From Random Vectors to Stochastic Processes 金融的最优量化:从随机向量到随机过程
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(08)00015-X
G. Pagès, J. Printems
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引用次数: 30
Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations 部分观测下金融控制问题的量化数值逼近
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(08)00009-4
H. Pham, M. Corsi, W. Runggaldier
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引用次数: 21
Staggered and Colocated Finite Volume Schemes for Lagrangian Hydrodynamics 拉格朗日流体力学的交错和配位有限体积格式
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/BS.HNA.2016.07.003
R. Loubère, P. Maire, B. Rebourcet
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引用次数: 13
Analytical Approximate Solutions to American Barrier and Lookback Option Values 美国障碍和回溯期权值的解析近似解
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(08)00017-3
Qiang Zhang, Tanya Taksar
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引用次数: 1
Unstructured Mesh Generation and Adaptation 非结构化网格生成与自适应
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/BS.HNA.2016.10.004
A. Loseille
{"title":"Unstructured Mesh Generation and Adaptation","authors":"A. Loseille","doi":"10.1016/BS.HNA.2016.10.004","DOIUrl":"https://doi.org/10.1016/BS.HNA.2016.10.004","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124587781","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 23
The analysis of multigrid methods 多重网格分析方法
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(00)07003-4
J. Bramble, Xuejun Zhang
{"title":"The analysis of multigrid methods","authors":"J. Bramble, Xuejun Zhang","doi":"10.1016/S1570-8659(00)07003-4","DOIUrl":"https://doi.org/10.1016/S1570-8659(00)07003-4","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129324260","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 166
High-Order Mass-Conservative Semi-Lagrangian Methods for Transport Problems 输运问题的高阶质量守恒半拉格朗日方法
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/BS.HNA.2016.06.002
Jing-Mei Qiu
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引用次数: 5
Least squares methods 最小二乘法
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(05)80036-5
Å. Björck
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引用次数: 165
Simulation of EMC behaviour 电磁兼容行为仿真
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(04)13007-X
A. Wachters, W. Schilders
{"title":"Simulation of EMC behaviour","authors":"A. Wachters, W. Schilders","doi":"10.1016/S1570-8659(04)13007-X","DOIUrl":"https://doi.org/10.1016/S1570-8659(04)13007-X","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128413032","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Modelling and discretization of circuit problems 电路问题的建模与离散化
Handbook of Numerical Analysis Pub Date : 1900-01-01 DOI: 10.1016/S1570-8659(04)13006-8
M. Günther, U. Feldmann, J. ter Maten
{"title":"Modelling and discretization of circuit problems","authors":"M. Günther, U. Feldmann, J. ter Maten","doi":"10.1016/S1570-8659(04)13006-8","DOIUrl":"https://doi.org/10.1016/S1570-8659(04)13006-8","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116892784","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 95
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