Now showing items 1-10 of 395
Weighted Multiplex Networks
(Public Library of Science, 2014)
One of the most important challenges in network science is to quantify the information encoded in complex network structures. Disentangling randomness from organizational principles is even more demanding when networks ...
Equivalent Realisations of a Rigid Graph
Given a rigid realisation of a graph G in R2, it is an open problem to determine the maximum number of pairwise non-congruent realisations which have the same edge lengths as the given realisation. This problem can be ...
Calibration to American Options: Numerical Investigation of the de–Americanization Method
(Taylor & Francis (Routledge), 2018-02-12)
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 ...
Large subgroups in finite groups
A Flexible Galerkin Scheme for Option Pricing in Lévy Models
(Society for Industrial and Applied Mathematics, 2018-07-17)