Results 111 to 120 of about 11,267,239 (183)

"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options" [PDF]

open access: yes
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 ...
Kohta Takehara, Akihiko Takahashi
core  

Multiscale homogenization of multilayered structures [PDF]

open access: yes, 2015
In this paper, the analytical solution of the multiple - step homogenization problem for multi - rank composites with generalized periodicity made of elastic materials is presented.
BONNAY, Kevin   +3 more
core  

A Multi-Scale Approach for the Piezoelectric Modal Analysis in Periodically Perforated Structures

open access: yesMathematics
Piezoelectric composites have found a wide range of applications in smart structures and devices and effective numerical methods should be developed to simulate not only the macroscopic coupled piezoelectric performances, but also the details of the ...
Mengyu Zhang, Shuyu Ye, Qiang Ma
doaj   +1 more source

Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]

open access: yes
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Nakahiro Yoshida, Akihiko Takahashi
core  

A static and high-cycle fatigue characterization framework of metallic lattice structures additive manufactured via fused deposition modeling based method

open access: yesMaterials & Design
Compared to conventional metal additive manufacturing techniques, metal fused deposition modeling (Metal FDM) reduces cost at the expense of deterioration in materials’ mechanical performance.
Wei Zhang, Rujun Li, Yan Peng, Hang Xu
doaj   +1 more source

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