The Optimal Homotopy Asymptotic Method, Vasile Marinca; Nicolae Herisanu
Название: Large deviations and asymptotic methods in finance ISBN: 3319116045 ISBN-13(EAN): 9783319116044 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Hagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility.- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model.- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry.- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility.- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities.- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model.- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility.- Gatheral, Wang: Implied volatility from local volatility: a path integral approach.- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility.- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes.- Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes.- Takahashi: An Asymptotic Expansion Approach in Finance.- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions.- Lucic: On singularities in the Heston model.- Bayer, Friz, Laurence: On the probability density function of baskets.- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models.- Pham: Long time asymptotic problems for optimal investment.- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems.- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator.
This volume collects papers associated with lectures that were presented at the BAIL 2016 conference, which was held from 14 to 19 August 2016 at Beijing Computational Science Research Center and Tsinghua University in Beijing, China. It showcases the variety and quality of current research into numerical and asymptotic methods for theoretical and practical problems whose solutions involve layer phenomena.
The BAIL (Boundary And Interior Layers) conferences, held usually in even-numbered years, bring together mathematicians and engineers/physicists whose research involves layer phenomena, with the aim of promoting interaction between
these often-separate disciplines. These layers appear as solutions of singularly perturbed differential equations of various types, and are common in physical problems, most notably in fluid dynamics.
This book is of interest for current researchers from mathematics, engineering and physics whose work involves the accurate app
roximation of solutions of singularly perturbed differential equations; that is, problems whose solutions exhibit boundary and/or interior layers.
Автор: Daniel Bouche; Frederic Molinet; Raj Mittra Название: Asymptotic Methods in Electromagnetics ISBN: 3642644406 ISBN-13(EAN): 9783642644405 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Numerically rigorous techniques for the computation of electromagnetic fields diffracted by an object become computationally intensive, if not impractical to handle, at high frequencies and one must resort to asymptotic methods to solve the scattering problem at short wavelengths.
Автор: Aghalovyan Lenser A Название: Asymptotic Theory Of Anisotropic Plates And Shells ISBN: 9814579025 ISBN-13(EAN): 9789814579025 Издательство: World Scientific Publishing Рейтинг: Цена: 19800.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A consistent theory for thin anisotropic layered structures is developed starting from asymptotic analysis of 3D equations in linear elasticity. The consideration is not restricted to the traditional boundary conditions along the faces of the structure expressed in terms of stresses, originating a new type of boundary value problems, which is not governed by the classical Kirchhoff-Love assumptions. More general boundary value problems, in particular related to elastic foundations are also studied.
The general asymptotic approach is illustrated by a number of particular problems for elastic and thermoelastic beams and plates. For the latter, the validity of derived approximate theories is investigated by comparison with associated exact solution. The author also develops an asymptotic approach to dynamic analysis of layered media composed of thin layers motivated by modeling of engineering structures under seismic excitation.
Автор: M. I. Vishik Название: Asymptotic Behaviour of Solutions of Evolutionary Equations ISBN: 052142237X ISBN-13(EAN): 9780521422376 Издательство: Cambridge Academ Рейтинг: Цена: 6811.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theme of this book is the investigation of globally asymptotic solutions of evolutionary equations. The lectures on which it is based were warmly received at the universities of Rome and Pavia, and at the Scuola Normale Superiore in Pisa. Here Professor Vishik has collated his lecture notes.
Автор: Peter Cornelis Schuur Название: Asymptotic Analysis of Soliton Problems ISBN: 3540172033 ISBN-13(EAN): 9783540172031 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: M. I. Vishik Название: Asymptotic Behaviour of Solutions of Evolutionary Equations ISBN: 0521420237 ISBN-13(EAN): 9780521420235 Издательство: Cambridge Academ Рейтинг: Цена: 15522.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theme of this book is the investigation of globally asymptotic solutions of evolutionary equations. The lectures on which it is based were warmly received at the universities of Rome and Pavia, and at the Scuola Normale Superiore in Pisa. Here Professor Vishik has collated his lecture notes.
Автор: Sigrun Bodine; Donald A. Lutz Название: Asymptotic Integration of Differential and Difference Equations ISBN: 3319182471 ISBN-13(EAN): 9783319182476 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the theory of asymptotic integration for both linear differential and difference equations.
Автор: Vasile Marinca; Nicolae Herisanu Название: The Optimal Homotopy Asymptotic Method ISBN: 3319153730 ISBN-13(EAN): 9783319153735 Издательство: Springer Рейтинг: Цена: 19591.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first chapter is introductory while the second chapter is devoted to a short history of the development of homotopy methods, including the basic ideas of the Optimal Homotopy Asymptotic Method.
Автор: Monika Ludwig; Vitali D. Milman; Vladimir Pestov; Название: Asymptotic Geometric Analysis ISBN: 1489993312 ISBN-13(EAN): 9781489993311 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines methods for analyzing the geometric and linear properties of finite dimensional objects, normed spaces and convex bodies, especially with the asymptotics of their various quantitative parameters as the dimension tends to infinity.
Автор: Svetlana M. Bauer; Sergei B. Filippov; Andrei L. S Название: Asymptotic methods in mechanics of solids ISBN: 3319183109 ISBN-13(EAN): 9783319183107 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The construction of solutions of singularly perturbed systems of equations and boundary value problems that are characteristic for the mechanics of thin-walled structures are the main focus of the book.
Описание: Devoted to the development of the asymptotic theory for analysing solutions of a range of nonlinear periodic boundary value problems. This book suggests a systematic approach to constructing asymptotic methods for solving wave equations. It is useful to researchers and postgraduate students whose work involves partial differential equations.
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