학술논문

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(예 : 2010-2015)
'학술논문' 에서 검색결과 7,109건 | 목록 1~10
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J.G. L\'opez-Salas et. al. Second Order Finite Volume IMEX Runge-Kutta Schemes for Two Dimensional Parabolic PDEs in Finance. Hyperbolic Problems: Theory, Numerics, Applications. SEMA SIMAI Springer Series, vol 35. Springer, Cham, 2024
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L\'opez-Salas, J.G. et. al. IMEX-RK Finite Volume Methods for Nonlinear 1d Parabolic PDEs. Application to Option Pricing. In: Hyperbolic Problems: Theory, Numerics, Applications. SEMA SIMAI Springer Series, vol 35. Springer, Cham, 2024
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Ana M. Ferreiro, Jos\'e A. Garc\'ia-Rodr\'iguez, Jos\'e G. L\'opez-Salas, Carlos V\'azquez, SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives, Applied Mathematics and Computation, 242, 2014
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A.M. Ferreiro-Ferreiro, J.A. Garc\'ia-Rodr\'iguez, J.G. L\'opez-Salas, C. Escalante, M.J. Castro, Global optimization for data assimilation in landslide tsunami models, Journal of Computational Physics, Volume 403, 2020, 109069
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J.L. Fern\'andez, et.al. , Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs, Mathematics and Computers in Simulation, Volume 94, 2013, Pages 55-75
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[Author] Ferreiro M
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