Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Abdelhafid Serghini"'
Publikováno v:
Boletim da Sociedade Paranaense de Matemática, Vol 32, Iss 2, Pp 189-208 (2014)
In this paper, American options on a discount bond are priced under the Cox-Ingrosll-Ross (CIR) model. The linear complementarity problem of the option value is solved numerically by a penalty method. The problem is transformed into a nonlinear parti
Externí odkaz:
https://doaj.org/article/d866431a947e4dd5a965ba21ab2f652a
Autor:
Sanae Jelti, Abdelhafid Serghini
Publikováno v:
Lecture Notes in Electrical Engineering ISBN: 9789811962226
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::949aef219374f5b74bc65a030f7589b4
https://doi.org/10.1007/978-981-19-6223-3_92
https://doi.org/10.1007/978-981-19-6223-3_92
Publikováno v:
Boletim da Sociedade Paranaense de Matemática. 40:1-21
In this paper, we use the finite element method to construct a new normalized basis of a univariate quadratic $C^1$ spline space. We give a new representation of Hermite interpolant of any piecewise polynomial of class at least $C^1$ in terms of its
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ad2130792bfea3d360697bc5f445128
https://doi.org/10.5269/bspm.43267
https://doi.org/10.5269/bspm.43267
Publikováno v:
Tatra Mountains Mathematical Publications. 80:15-34
In this paper, we develop a new numerical algorithm for solving a time dependent convection-diffusion equation with Dirichlet’s type boundary conditions. The method comprises the horizontal method of lines for time integration and (θ-method, θ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9821f8cc489f6e6cad6319e44cd53bf
https://doi.org/10.2478/tmmp-2021-0029
https://doi.org/10.2478/tmmp-2021-0029
Publikováno v:
Mathematical and Computational Methods for Modelling, Approximation and Simulation ISBN: 9783030943387
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23b20fbbb37efb367b79f26922d289b1
https://doi.org/10.1007/978-3-030-94339-4_10
https://doi.org/10.1007/978-3-030-94339-4_10
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::168d0b7b564cc3b83763cd5072d039c2
https://doi.org/10.2139/ssrn.4266569
https://doi.org/10.2139/ssrn.4266569
This book presents recent research results from a selection of the talks presented in the international symposium “New Trends in Approximation and Applications”, held at Oujda, Morocco, in June 2022. The various chapters describe developments in