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Discretization
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#	Item
261	European Congress on Computational Methods in Applied Sciences and Engineering ECCOMAS 2004 P. Neittaanm¨ aki, T. Rossi, K. Majava, and O. Pironneau (eds.) J. P´ eriaux and M. Kˇr´ıˇ Add to Reading List Source URL: www.csc.fi Language: English - Date: 2006-11-10 03:08:12 Partial differential equations Numerical analysis Wave equation Navier–Stokes equations Dimensional analysis Ideal gas law Vector space Differential equation Discretization Mathematics Algebra Calculus
262	PDF Document Add to Reading List Source URL: old.ecmwf.int Language: English - Date: 2013-07-04 13:53:32 Calculus Fluid dynamics Meteorology Trajectory Partial differential equations Calculus of variations Lagrangian Euler–Lagrange equation Discretization Mathematical analysis Mathematics Numerical analysis
263	Mathematical Modeling and Analysis Mimetic Finite Difference Discretization of Diffusion-type Problems on Unstructured Polyhedral Meshes Add to Reading List Source URL: math.lanl.gov Language: English - Date: 2004-11-05 16:45:30 Numerical analysis Mesh generation Computational science Computational fluid dynamics Polygon mesh Polyhedron Vector space Discretization Diffusion equation Mathematics Algebra Mathematical analysis
264	FVCA7 The International Symposium on Finite Volumes for Complex Applications VII Berlin, Juni[removed], 2014 www.wias-berlin.de/workshops/fvca7 DFG Schwerpunktprogramm Add to Reading List Source URL: www.wias-berlin.de Language: English - Date: 2014-06-17 07:32:56 Partial differential equations Mitte Stadtmitte Discretization Finite element method Berlin Friedrichstraße station U6 Mathematical analysis Numerical analysis Mathematics
265	Reliable hidden Markov model filtering through coherent lower previsions Alessio Benavoli IDSIA Lugano, Switzerland. [removed] Add to Reading List Source URL: www.idsia.ch Language: English - Date: 2009-05-22 07:40:31 Mathematics Stochastic differential equations Estimation theory Signal processing Probability theory Kalman filter Discretization Filtering problem Multivariate random variable Statistics Control theory Mathematical analysis
266	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:43 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
267	OPTIMA 94 Mathematical Optimization Society Newsletter MOS Chair’s Column April 15, 2014. Let us all welcome Volker Kaibel as the new Optima Editor-in-Chief. This is Volker’s first issue, taking over after a great ru Add to Reading List Source URL: www.mathopt.org Language: English - Date: 2014-05-14 09:37:09 Science Dike-ring Flood control in the Netherlands Applied mathematics Mathematical optimization Discretization Franz Edelman Award for Achievement in Operations Research and the Management Sciences Operations research Mathematics Dikes
268	SEM modeling with singular moment matrices Part II: ML-Estimation of sampled stochastic differential equations Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:39 Cybernetics Structural equation modeling Kalman filter Discretization Matrix exponential Normal distribution State space Differential equation Matrix Statistics Control theory Mathematics
269	CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES CLAUDIO ALBANESE Abstract. Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of ma Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:22 Mathematical finance Applied mathematics Markov models Interest rates Interest rate derivative Discretization Markov chain Short-rate model Lattice Control theory Mathematics Mathematical analysis
270	A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:25 Financial economics Markov chain Volatility Local volatility Implied volatility Short-rate model Discretization Stochastic process Stochastic volatility Mathematical finance Statistics Mathematical sciences

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