Margrabe Option; Large Investor; Finite Differences Method - Articles

The Operator Splitting Method for Black-Scholes Equation (Articles)

Yassir Daoud, Turgut Öziş

Applied Mathematics Vol.2 No.6, June 22, 2011

DOI: 10.4236/am.2011.26103 6,793 Downloads 12,812 Views Citations
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing (Articles)

Deng Ding, Zuoqiu Weng, Jingya Zhao

Intelligent Information Management Vol.4 No.3, May 25, 2012

DOI: 10.4236/iim.2012.43014 4,667 Downloads 8,479 Views Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34045 7,959 Downloads 13,351 Views Citations
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method (Articles)

Jianhua Guo, Lijuan Deng

Journal of Financial Risk Management Vol.8 No.4, December 17, 2019

DOI: 10.4236/jfrm.2019.84019 704 Downloads 1,675 Views Citations
Scanning for Clusters of Large Values in Time Series: Application of the Stein-Chen Method (Articles)

Tom Burr, Brad Henderson

Applied Mathematics Vol.12 No.11, November 30, 2021

DOI: 10.4236/am.2021.1211067 268 Downloads 1,158 Views Citations
The Numerical Solution of the MRLW Equation Using the Multigrid Method (Articles)

Yasser Mohamed Abo Essa, Ibrahim Abouefarag, El-Desouky Rahmo

Applied Mathematics Vol.5 No.21, December 1, 2014

DOI: 10.4236/am.2014.521310 4,278 Downloads 5,860 Views Citations
Multigrid Method for the Numerical Solution of the Modified Equal Width Wave Equation (Articles)

Yasser M. Abo Essa

Applied Mathematics Vol.7 No.10, June 24, 2016

DOI: 10.4236/am.2016.710102 2,349 Downloads 3,919 Views Citations
An Introduction to Numerical Methods for the Solutions of Partial Differential Equations (Articles)

Manoj Kumar, Garima Mishra

Applied Mathematics Vol.2 No.11, November 30, 2011

DOI: 10.4236/am.2011.211186 15,909 Downloads 34,666 Views Citations
A Short Review on Computational Hydraulics in the Context of Water Resources Engineering (Articles)

Shiblu Sarker

Open Journal of Modelling and Simulation Vol.10 No.1, December 9, 2021

DOI: 10.4236/ojmsi.2022.101001 688 Downloads 3,250 Views Citations
A Nonstationary Halley’s Iteration Method by Using Divided Differences Formula (Articles)

Nasr Al Din Ide

Applied Mathematics Vol.3 No.2, February 23, 2012

DOI: 10.4236/am.2012.32026 5,005 Downloads 8,522 Views Citations
A Comparative Study of Two Spatial Discretization Schemes for Advection Equation (Articles)

Huda O. Bakodah

International Journal of Modern Nonlinear Theory and Application Vol.5 No.1, March 8, 2016

DOI: 10.4236/ijmnta.2016.51006 3,143 Downloads 5,035 Views Citations
A Fundamental Relationship of Polynomials and Its Proof (Articles)

Serdar Beji

Advances in Pure Mathematics Vol.8 No.6, June 26, 2018

DOI: 10.4236/apm.2018.86033 1,423 Downloads 2,821 Views Citations
Numerical Study of Thin Film Condensation in Forced Convection of Saturated Vapor on a Vertical Wall Covered with a Porous Material (Articles)

Momath Ndiaye, Goumbo Ndiaye, Madialène Sene

Journal of Electronics Cooling and Thermal Control Vol.11 No.1, March 30, 2022

DOI: 10.4236/jectc.2022.111001 300 Downloads 1,126 Views Citations
Propagation and Pinning of Travelling Wave for Nagumo Type Equation (Articles)

Sharon-Yasotha Veerayah-Mcgregor, Valipuram Manoranjan

Journal of Applied Mathematics and Physics Vol.12 No.3, March 28, 2024

DOI: 10.4236/jamp.2024.123053 204 Downloads 724 Views Citations
Computational Analysis of Incompressible Pipe Flow in Sudan: Numerical Method Comparison and Navier-Stokes Validation (Articles)

Sheima M. E. Abueldahab, Osman Elmekki, Mohsin Hassan Hashim

Open Access Library Journal Vol.13 No.3, March 20, 2026

DOI: 10.4236/oalib.1114983 46 Downloads 319 Views Citations
Comparison of fatigue behaviour of eight different hip stems: a numerical and experimental study (Articles)

Mahmut Pekedis, Hasan Yildiz

Journal of Biomedical Science and Engineering Vol.4 No.10, October 17, 2011

DOI: 10.4236/jbise.2011.410080 7,989 Downloads 14,103 Views Citations
Analysis of trans tibial prosthetic socket materials using finite element method (Articles)

Prasanna Kumar Lenka, Amit Roy Choudhury

Journal of Biomedical Science and Engineering Vol.4 No.12, December 9, 2011

DOI: 10.4236/jbise.2011.412094 9,210 Downloads 16,752 Views Citations
Analytical Estimation of Elastic Properties of Polypropylene Fiber Matrix Composite by Finite Element Analysis (Articles)

Bhaskar Pal, Mohamed Riyazuddin Haseebuddin

Advances in Materials Physics and Chemistry Vol.2 No.1, March 19, 2012

DOI: 10.4236/ampc.2012.21004 10,927 Downloads 18,250 Views Citations
The Modeling of 2D Controlled Source Audio Magnetotelluric (Csamt) Responses Using Finite Element Method (Articles)

Imran Hilman Mohammad, Wahyu Srigutomo, Doddy Sutarno, Prihadi Sumintadireja

Journal of Electromagnetic Analysis and Applications Vol.4 No.7, July 23, 2012

DOI: 10.4236/jemaa.2012.47041 7,753 Downloads 12,880 Views Citations
Finite Element Simulation of a Doubled Process of Tube Extrusion and Wall Thickness Reduction (Articles)

Ahmed S. M. J. Agena

World Journal of Mechanics Vol.3 No.5, August 20, 2013

DOI: 10.4236/wjm.2013.35026 5,434 Downloads 8,090 Views Citations

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