Zobrazeno 1 - 5
of 5
pro vyhledávání: '"María Rodríguez-Nogueiras"'
Publikováno v:
Free Boundary Problems ISBN: 9783764377182
Amerasian options pricing problems are formulated, using Black-Scholes and Merton methodology, as unilateral obstacle problems for degenerate parabolic convection-diffusion-reaction operators. We mainly focus on the numerical solution of these proble
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01de556311e737db8c6b0e4354eeb927
https://doi.org/10.1007/978-3-7643-7719-9_10
https://doi.org/10.1007/978-3-7643-7719-9_10
Autor:
Gustavo Ordóñez, Andrés Gómez, Carlos Vázquez, Alberto Manzano, Daniele Musso, Álvaro Leitao, María Rodríguez-Nogueiras
Publikováno v:
The 4th XoveTIC Conference
RUC. Repositorio da Universidade da Coruña
instname
RUC. Repositorio da Universidade da Coruña
instname
We describe a general-purpose framework to design quantum algorithms relying upon an efficient handling of arrays. The corner-stone of the framework is the direct embedding of information into quantum amplitudes, thus avoiding the need to deal with s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15942206062b30aa1aa1c6bfdc8086ec
Publikováno v:
In Applied Mathematics and Computation 1 September 2014 242:65-89
Autor:
Peter Kloeden, Thomas Gerstner
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. Th
Autor:
Isabel Narra Figueiredo, Lisa Santos
This book collects refereed lectures and communications presented at the Free Boundary Problems Conference (FBP2005). These discuss the mathematics of a broad class of models and problems involving nonlinear partial differential equations arising in