Spectral Method for Analysis of Diffusions and Jump Diffusions

Advances in Theory and Practice of Computational Mechanics - Smart Innovation, Systems and Technologies ◽

10.1007/978-981-15-2600-8_21 ◽

2020 ◽

pp. 293-314

Author(s):

Gevorg Y. Baghdasaryan ◽

Marine A. Mikilyan ◽

Andrei V. Panteleev ◽

Konstantin A. Rybakov

Keyword(s):

Spectral Method ◽

Jump Diffusions

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Bernstein-Spectral Method for Solving Time-Fractional Heat Equation with Nonlocal Conditions

International Journal of Advances in Mechanical & Automobile Engineering ◽

10.15242/ijamae.e0915056 ◽

2015 ◽

Vol 2 (1) ◽

Keyword(s):

Heat Equation ◽

Spectral Method ◽

Nonlocal Conditions ◽

Fractional Heat Equation

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A 3D SPECTRAL METHOD FOR CONVECTION EQUATIONS IN LOW MACH NUMBER APPROXIMATION

International Symposium on Advances in Computational Heat Transfer ◽

10.1615/ichmt.2008.cht.1290 ◽

2008 ◽

Author(s):

Ouafa Bouloumou ◽

Eric Serre

Keyword(s):

Mach Number ◽

Spectral Method ◽

Low Mach Number

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COLLOCATION SPECTRAL METHOD TO SOLVE RADIATIVE TRANSFER EQUATION FOR THREE-DIMENSIONAL EMITTING-ABSORBING AND SCATTERING MEDIA BOUNDED BY GRAY WALLS

Proceeding of Proceedings of CHT-12. ICHMT International Symposium on Advances in Computational Heat Transfer. ◽

10.1615/ichmt.2012.cht-12.950 ◽

2012 ◽

Author(s):

Zhangmao Hu ◽

Ben-Wen Li

Keyword(s):

Radiative Transfer ◽

Spectral Method ◽

Transfer Equation ◽

Radiative Transfer Equation ◽

Three Dimensional ◽

Scattering Media ◽

Collocation Spectral Method

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NUMERICAL COMPUTATION OF COUPLED RADIATION-CONDUCTION HEAT TRANSFER USING SPECTRAL METHOD

10.1615/ihtc16.cms.023919 ◽

2018 ◽

Author(s):

Qi Chen ◽

Xiaolong Yu ◽

Xinchun Tang ◽

Chun Li

Keyword(s):

Heat Transfer ◽

Numerical Computation ◽

Spectral Method ◽

Conduction Heat Transfer

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A SPECTRAL METHOD APPROACH FOR ROLE OF SORET AND VISCOUS DISSIPATION OVER A TRUNCATED CONE IN MICROPOLAR FLUID SATURATED NON-DARCY POROUS MEDIUM WITH MAGNETIC FIELD EFFECT

Special Topics & Reviews in Porous Media An International Journal ◽

10.1615/specialtopicsrevporousmedia.v8.i3.40 ◽

2017 ◽

Vol 8 (3) ◽

pp. 211-229

Author(s):

Chetteti RamReddy ◽

T. Pradeepa

Keyword(s):

Magnetic Field ◽

Porous Medium ◽

Spectral Method ◽

Viscous Dissipation ◽

Micropolar Fluid ◽

Field Effect ◽

Magnetic Field Effect ◽

Truncated Cone ◽

Method Approach

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Optimal Attitude Trajectory of Spacecraft with Pyramid-Type CMGs Using a Pseudo-Spectral Method

AEROSPACE TECHNOLOGY JAPAN THE JAPAN SOCIETY FOR AERONAUTICAL AND SPACE SCIENCES ◽

10.2322/astj.16.55 ◽

2017 ◽

Vol 16 (0) ◽

pp. 55-63 ◽

Cited By ~ 2

Author(s):

Hiroshi KOBAYASHI ◽

Yasuhiro SHOJI ◽

Katsuhiko YAMADA

Keyword(s):

Spectral Method ◽

Pseudo Spectral Method ◽

Pseudo Spectral

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Asset Pricing with Matrix Jump Diffusions

SSRN Electronic Journal ◽

10.2139/ssrn.1274482 ◽

2008 ◽

Cited By ~ 6

Author(s):

Markus Leippold ◽

Fabio Trojani

Keyword(s):

Asset Pricing ◽

Jump Diffusions

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Efficient Parameter Estimation for Multivariate Jump-Diffusions

SSRN Electronic Journal ◽

10.2139/ssrn.2926508 ◽

2016 ◽

Cited By ~ 1

Author(s):

Francois Guay ◽

Gustavo Schwenkler

Keyword(s):

Parameter Estimation ◽

Jump Diffusions

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Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models

SSRN Electronic Journal ◽

10.2139/ssrn.3575594 ◽

2020 ◽

Author(s):

Justin Kirkby ◽

Duy Nguyen

Keyword(s):

Option Pricing ◽

Stochastic Volatility ◽

Regime Switching ◽

Asian Option ◽

Stochastic Volatility Models ◽

Jump Diffusions ◽

Volatility Models

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Valuing Exotic Derivatives with Jump Diffusions: The Case of Basket Options

SSRN Electronic Journal ◽

10.2139/ssrn.567021 ◽

2004 ◽

Cited By ~ 1

Author(s):

Dimitris Flamouris ◽

Daniel Giamouridis

Keyword(s):

Jump Diffusions ◽

Basket Options

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