Pub Date : 1900-01-01DOI: 10.1016/S1570-8659(08)00015-X
G. Pagès, J. Printems
{"title":"Optimal Quantization for Finance: From Random Vectors to Stochastic Processes","authors":"G. Pagès, J. Printems","doi":"10.1016/S1570-8659(08)00015-X","DOIUrl":"https://doi.org/10.1016/S1570-8659(08)00015-X","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127833087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1016/S1570-8659(08)00009-4
H. Pham, M. Corsi, W. Runggaldier
{"title":"Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations","authors":"H. Pham, M. Corsi, W. Runggaldier","doi":"10.1016/S1570-8659(08)00009-4","DOIUrl":"https://doi.org/10.1016/S1570-8659(08)00009-4","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133145713","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1016/BS.HNA.2016.07.003
R. Loubère, P. Maire, B. Rebourcet
{"title":"Staggered and Colocated Finite Volume Schemes for Lagrangian Hydrodynamics","authors":"R. Loubère, P. Maire, B. Rebourcet","doi":"10.1016/BS.HNA.2016.07.003","DOIUrl":"https://doi.org/10.1016/BS.HNA.2016.07.003","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"316 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132067330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1016/S1570-8659(08)00017-3
Qiang Zhang, Tanya Taksar
{"title":"Analytical Approximate Solutions to American Barrier and Lookback Option Values","authors":"Qiang Zhang, Tanya Taksar","doi":"10.1016/S1570-8659(08)00017-3","DOIUrl":"https://doi.org/10.1016/S1570-8659(08)00017-3","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122951659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1016/BS.HNA.2016.06.002
Jing-Mei Qiu
{"title":"High-Order Mass-Conservative Semi-Lagrangian Methods for Transport Problems","authors":"Jing-Mei Qiu","doi":"10.1016/BS.HNA.2016.06.002","DOIUrl":"https://doi.org/10.1016/BS.HNA.2016.06.002","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128486356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1016/S1570-8659(04)13007-X
A. Wachters, W. Schilders
{"title":"Simulation of EMC behaviour","authors":"A. Wachters, W. Schilders","doi":"10.1016/S1570-8659(04)13007-X","DOIUrl":"https://doi.org/10.1016/S1570-8659(04)13007-X","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128413032","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1016/S1570-8659(04)13006-8
M. Günther, U. Feldmann, J. ter Maten
{"title":"Modelling and discretization of circuit problems","authors":"M. Günther, U. Feldmann, J. ter Maten","doi":"10.1016/S1570-8659(04)13006-8","DOIUrl":"https://doi.org/10.1016/S1570-8659(04)13006-8","url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116892784","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}