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130
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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 2 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
140
Voted
SIAMSC
2008
167views more  SIAMSC 2008»
15 years 2 months ago
New Finite Elements for Large-Scale Simulation of Optical Waves
We present a new method to simulate optical waves in large geometries. This method is based on newly developed finite elements, so-called Trigonometric Finite Wave Elements (TFWEs)...
Britta Heubeck, Christoph Pflaum, Gunther Steinle
SIAMSC
2008
116views more  SIAMSC 2008»
15 years 2 months ago
A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
Mohammed Lemou, Luc Mieussens
IJCIM
2007
99views more  IJCIM 2007»
15 years 2 months ago
Fuzzy multi-objective optimization for network design of integrated e-supply chains
Worldwide competition originated the development of Integrated E-Supply Chains (IESC) that are distributed manufacturing systems integrating international logistics and informatio...
Mariagrazia Dotoli, Maria Pia Fanti, Agostino Marc...
116
Voted
SIGCSE
2008
ACM
155views Education» more  SIGCSE 2008»
15 years 2 months ago
Towards a top-down approach to teaching an undergraduate grid computing course
Early undergraduate Grid computing courses generally took a bottom-up approach to Grid computing education starting with network protocols, client-server concepts, creating Web an...
Barry Wilkinson, Clayton Ferner
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