A Numerical Method for Hedging Bermudan Options under Model Uncertainty

Methodology And Computing In Applied Probability ◽

10.1007/s11009-021-09901-6 ◽

2021 ◽

Author(s):

Junichi Imai

Keyword(s):

Numerical Method ◽

Model Uncertainty ◽

Bermudan Options

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AN ANALYTICAL–NUMERICAL METHOD FOR A TYPICAL BIFURCATION PROBLEM

Acta Mathematica Scientia ◽

10.1016/s0252-9602(18)30449-1 ◽

1987 ◽

Vol 7 (3) ◽

pp. 241-246

Author(s):

Rao Chuanxia

Keyword(s):

Numerical Method ◽

Bifurcation Problem

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Statistical and numerical method for MOSFET integrated-circuit sensitivity simulation using SPICE

IEE Proceedings G Circuits Devices and Systems ◽

10.1049/ip-g-2.1991.0015 ◽

1991 ◽

Vol 138 (1) ◽

pp. 77 ◽

Author(s):

W.W. Wong ◽

R.S. Winton ◽

J.J. Liou

Keyword(s):

Numerical Method ◽

Integrated Circuit

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Numerical method for cavity alignment by output beam image

Оптика атмосферы и океана ◽

10.15372/aoo20180211 ◽

2018 ◽

Keyword(s):

Numerical Method ◽

Output Beam ◽

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Numerical Method for Hetero-Cavities Natural Frequencies’ Determination

International Review of Mechanical Engineering (IREME) ◽

10.15866/ireme.v10i3.8913 ◽

2016 ◽

Vol 10 (3) ◽

pp. 141

Author(s):

Fethi Maiz ◽

Ridha Chouikh ◽

Amenallah Guizani

Keyword(s):

Numerical Method ◽

Natural Frequencies

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NUMERICAL METHOD FOR SPHERICAL BUBBLE GROWTH IN SUPERHEATED LIQUIDS

Computational Thermal Sciences An International Journal ◽

10.1615/computthermalscien.v2.i1.20 ◽

2010 ◽

Vol 2 (1) ◽

pp. 19-31 ◽

Author(s):

Anthony J. Robinson ◽

Frederic Lesage ◽

Ross L. Judd

Keyword(s):

Numerical Method ◽

Bubble Growth ◽

Spherical Bubble ◽

Superheated Liquids

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A NUMERICAL METHOD FOR THE SOLUTION OF RADIATIVE HEAT TRANSFER PROBLEMS IN IRREGULAR DOMAINS WITH FRESNEL INTERFACES: AXISYMMETRIC PROBLEMS

Proceeding of the 4th International Symposium on Radiative Transfer ◽

10.1615/ichmt.2004.rad-4.60 ◽

2004 ◽

Author(s):

Sergey A. Rukolaine ◽

V. S. Yuferev ◽

V. M. Mamedov

Keyword(s):

Heat Transfer ◽

Numerical Method ◽

Radiative Heat Transfer ◽

Radiative Heat ◽

Irregular Domains ◽

Axisymmetric Problems ◽

Transfer Problems

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A NUMERICAL METHOD AND ITS APPLICATION TO INVESTIGATE THE THERMAL PERFORMANCE OF AN EARTH TO FLUID PIPE SYSTEM

10.1615/ihtc16.ecs.024178 ◽

2018 ◽

Author(s):

Zaiguo Fu ◽

Lingtong Li ◽

Li Zhang ◽

Bo Yu

Keyword(s):

Numerical Method ◽

Thermal Performance ◽

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A NUMERICAL METHOD FOR CONDUCTION IN COMPOSITE MATERIALS, FLOW IN IRREGULAR GEOMETRIES AND CONJUGATE HEAT TRANSFER

Proceeding of International Heat Transfer Conference 6 ◽

10.1615/ihtc6.430 ◽

1978 ◽

Author(s):

Suhas V. Patankar

Keyword(s):

Heat Transfer ◽

Composite Materials ◽

Numerical Method ◽

Conjugate Heat Transfer ◽

Irregular Geometries ◽

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Numerical Method of Integrating the Variational Equations for Cauchy Problem Based on Differential Transformations

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v47.i9.60 ◽

2015 ◽

Vol 47 (9) ◽

pp. 63-75 ◽

Author(s):

Mikhail Yu. Rakushev

Keyword(s):

Cauchy Problem ◽

Numerical Method ◽

Variational Equations

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The use of Identified Model Uncertainty in Control Design for the ASTREX Structure

1993 American Control Conference ◽

10.23919/acc.1993.4793457 ◽

1993 ◽

Author(s):

Henk Aling ◽

Robert L. Kosut

Keyword(s):

Model Uncertainty ◽

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