Results 91 to 100 of about 1,456,492 (292)
"New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation" [PDF]
In the present paper, we propose a new computational technique with the Asymptotic Expansion (AE) approach to achieve variance reduction of the Monte-Carlo integration appearing especially in finance.
Yoshihiko Uchida, Akihiko Takahashi
core
, 2020 We provide here a MATLAB code that allows the computation of the compressional, in-plane shear and flexural dispersion curves, corresponding to waves propagating in infinite composite plates, through the asymptotic expansion ...
nadine bejjani
core +1 more source
Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.This review aims to provide a broad understanding for interdisciplinary researchers in engineering and clinical applications. It addresses the development and control of magnetic actuation systems (MASs) in clinical surgeries and their revolutionary effects in multiple clinical applications.
Yingxin Huo +3 more
wiley +1 more source
"Pricing Barrier and Average Options under Stochastic Volatility Environment" [PDF]
This paper proposes a new approximation method of pricing barrier and average options under stochastic volatility environment by applying an asymptotic expansion approach.
Kenichiro Shiraya +2 more
core +2 more sources
Современная математика: Фундаментальные направленияWe construct the first terms of the formal asymptotic expansion in a small parameter of the solution to the Cauchy problem with ``narrow cap'' initial conditions for a singularly perturbed system of wave equations in the critical case.
A. V. Nesterov
doaj +1 more source
Artificial Intelligence for Advanced Functional Materials: Progress and Emerging Frontiers
Advanced Intelligent Systems, EarlyView.Artificial intelligence is transforming the discovery of functional materials by linking synthesis, characterization, simulation, and design in unified workflows. Advances in machine learning, autonomous experimentation, and foundation models are accelerating innovation across energy, electronics, and biomedicine, while revealing new frontiers for ...
Cristiano Malica +38 more
wiley +1 more source
"An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates" [PDF]
This paper proposes an asymptotic expansion scheme of currency options with a libor market model of interest rates and stochastic volatility models of spot exchange rates.
Kohta Takehara, Akihiko Takahashi
core
Asymptotic Power Series of Field Correlators
Acta Polytechnica, 2010 We address the problem of ambiguity of a function determined by an asymptotic perturbation expansion. Using a modified form of theWatson lemma recently proved elsewhere, we discuss a large class of functions determined by the same asymptotic power ...
I. Caprini, J. Fischer, I. Vrkoč
doaj
Advanced Intelligent Systems, EarlyView.A scalable distributed observer framework for LiDAR sensor networks is presented for robust tracking and pose estimation of mobile robots. By combining adaptable 3D detection, clustering‐based communication reduction, and intermittent inertial fusion, accurate and efficient estimation is achieved under occlusions and sensing constraints, with formally ...
Isabella Luppi, Ehsan Hashemi
wiley +1 more source
Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options ( Revised in December 2008; subsequently published in "International Journal of Theoretical and Applied Finance", Vol.11-4,pp.381-401. ) [PDF]
This paper develops a Fourier transform method with an asymptotic expansion approach for option pricing.The method is applied to European currency options with a libor market model of interest rates and jump-diffusion stochastic volatility models of spot
Kohta Takehara, Akihiko Takahashi
core