"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
Asymptotic Expansion of the Solutions to Time-Space Fractional Kuramoto-Sivashinsky Equations
Advances in Mathematical Physics, 2016 This paper is devoted to finding the asymptotic expansion of solutions to fractional partial differential equations with initial conditions. A new method, the residual power series method, is proposed for time-space fractional partial differential ...
Weishi Yin +3 more
doaj +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
, 2013 In this paper we review the definition and properties of redundant operators in the exact renormalisation group. We explain why it is important to require them to be eigenoperators and why generically they appear only as a consequence of symmetries of ...
Morris, Tim R., Dietz, Juergen A.
core +1 more source
New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation (Revised in June 2005, subsequently published in "Advances in Mathematical Economics", Vol.8, 411-431, 2006. ) [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
Overview on a selection of recent works in asymptotic analysis for wave propagation problems [PDF]
, 2010 We give a brief survey of some recent advances of asymptotic analysis methods applied to wave propagation ...
Claeys, Xavier
core
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Efficient removal of liquid aerosols from compressed gas streams is essential in chemical and energy processes. Conventional separators relying on a single mechanism (inertial or centrifugal) struggle to capture both fine and coarse droplets simultaneously.
Son Ung Kang +3 more
wiley +1 more source
Note on an Asymptotic Expansion [PDF]
Indiana University Mathematics Journal, 1971 openaire +2 more sources
Asymptotic expansion of thick distributions
, 2015 We give a theory of asymptotic expansions of thick distributions of rapid decay at infinity. We show that the moment asymptotic expansion of standard distributions of rapid decay follows by projection of our result.We also study in which spaces of thick ...
Yang, Yunyun, Estrada, Ricardo
core +1 more source
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT The behavior of nanofluid flow involving a zero‐mass flux condition has received considerable interest because of a realistic scenario. In reality, this condition confines the optimistic accumulation or disappearance of nanoparticles past a sheet, constructing a more physically realistic demonstration through several applications, such as heat
Umair Khan +3 more
wiley +1 more source