Browsing Mathematics by Title
Now showing items 131-150 of 1463
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Calibration to American options: numerical investigation of the de-Americanization method.
(2018)American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses ... -
Carleman estimates with sharp weights and boundary observability for wave operators with critically singular potentials
We establish a new family of Carleman inequalities for wave operators on cylindrical spacetime domains containing a potential that is critically singular, diverging as an inverse square on all the boundary of the domain. ... -
Cartan subalgebras and the UCT problem
(2017-08-20) -
Cauchy evolution of asymptotically global AdS spacetimes with no symmetries
(American Physical Society (APS), 2021-02)We present the first proof-of-principle Cauchy evolutions of asymptotically global anti–de Sitter (AdS) spacetimes with no imposed symmetries, employing a numerical scheme based on the generalized harmonic form of the ... -
Cell migration: Beyond Brownian motion.
(2024-04-17) -
Cellular automaton models for time-correlated random walks: derivation and analysis.
(2017-12-05)Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which ... -
Centralities of Nodes and Influences of Layers in Large Multiplex Networks
(Oxford University Press (OUP), 2017-10-23)We formulate and propose an algorithm (MultiRank) for the ranking of nodes and layers in large multiplex networks. MultiRank takes into account the full multiplex network structure of the data and exploits the dual nature ... -
Characterization of global fields by Dirichlet L-series
(Springer, 2019-03-01)We prove that two global fields are isomorphic if and only if there is an isomorphism of groups of Dirichlet characters that preserves L-series. -
A characterization of p-automatic sequences as columns of linear cellular automata
(Elsevier, 2015-02) -
Chebyshev Interpolation for Parametric Option Pricing
(Springer Verlag, 2018-04-18)Function approximation with Chebyshev polynomials is a well-established and thoroughly investigated method within the field of numerical analysis. The method enjoys attractive convergence properties and its implementation ... -
The Chebyshev method for the implied volatility
(2019-12) -
Chern-Schwartz-MacPherson cycles of matroids
(2020-01)