FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model

Source URL: fbe.unimelb.edu.au

• Mathematical finance
• Stochastic processes
• Equations
• Numerical analysis
• Normal distribution
• Black–Scholes
• Discretization
• Variance
• Heston model
• Statistics
• Mathematics
• Mathematical analysis

A HIGH-ORDER ACCURATE ACCELERATED DIRECT SOLVER FOR ACOUSTIC SCATTERING FROM SURFACES JAMES BREMER‡,§ , ADRIANNA GILLMAN∗ , AND PER-GUNNAR MARTINSSON† Abstract. We describe an accelerated direct solver for the int

Source URL: www.math.ucdavis.edu

• Numerical analysis
• Functional analysis
• Numerical integration
• Linear algebra
• Matrix theory
• Discretization
• Matrix
• Gaussian quadrature
• Helmholtz equation
• Mathematics
• Algebra
• Mathematical analysis

¨ A NYSTROM METHOD FOR WEAKLY SINGULAR INTEGRAL OPERATORS ON SURFACES JAMES BREMER∗,‡ AND ZYDRUNAS GIMBUTAS†

Source URL: www.math.ucdavis.edu

• Numerical analysis
• Gaussian quadrature
• Nyström method
• Discretization
• Integral
• Singular integral
• Adaptive quadrature
• Clenshaw–Curtis quadrature
• Mathematical analysis
• Numerical integration
• Mathematics

㏾㜷⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬰⌦㬲〰〰⌦㬱〰㐰

Source URL: www.wias-berlin.de

• Laboratories
• Discretization
• Science
• Applied mathematics
• Mathematics
• Numerical analysis
• Fraunhofer Society

Using Bayesian Networks and Simulation for Data Fusion and Risk Analysis Martin Neil, Norman Fenton and David Marquez Queen Mary, University of London, and Agena Ltd, UK Abstract. Bayesian networks (BNs) were pioneered t

Source URL: www.agenarisk.com

• Mathematical analysis
• Bayesian statistics
• Graphical models
• Numerical analysis
• Bayesian network
• Discretization
• Marginal distribution
• Independence
• Bayesian inference
• Statistics
• Probability theory
• Probability and statistics

Appendix A Discretization scheme for non-relativistic equations The discretization scheme used in Chapter 2 for the non-relativistic fluid equations is summarised in Figure 2.1. Fluxes are calculated on the half grid poi

Source URL: users.monash.edu.au

Using Bayesian Networks and Simulation for Data Fusion and Risk Analysis Martin Neil, Norman Fenton and David Marquez Queen Mary, University of London, and Agena Ltd, UK Abstract. Bayesian networks (BNs) were pioneered t

Source URL: www.agena.co.uk

• Mathematical analysis
• Bayesian statistics
• Graphical models
• Numerical analysis
• Bayesian network
• Discretization
• Marginal distribution
• Independence
• Bayesian inference
• Statistics
• Probability theory
• Probability and statistics

spatial discretization_subgrid

Source URL: www.hydrol-earth-syst-sci.net

• Hydrology
• Sedimentology
• Physical geography
• Environmental soil science
• Environmental engineering
• Sediment transport
• Sedimentary budget
• Sediment
• Discharge
• Earth
• Geology
• Planetary science

A．Preface Technical Reports of the MRI，No．281991    The nonhydrostatic model presented hl this technical report has been developed by M．

Source URL: www.mri-jma.go.jp

• Functional analysis
• Numerical analysis
• Radical 1
• Applied mathematics
• Mathematics
• Control theory
• Discretization

A Planning Based Framework for Controlling Hybrid Systems Johannes L¨ohr, Patrick Eyerich, Thomas Keller and Bernhard Nebel Albert-Ludwigs-Universit¨at Freiburg Institut f¨ur Informatik Georges-K¨ohler-Allee[removed]

Source URL: gki.informatik.uni-freiburg.de

• Science
• Planning Domain Definition Language
• State space
• Mathematical model
• Discretization
• State variable
• LTI system theory
• Automated planning and scheduling
• State observer
• Mathematics
• Control theory
• Applied mathematics