"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options" [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 ...
Kohta Takehara, Akihiko Takahashi
core
Multiscale homogenization of multilayered structures [PDF]
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
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A Multi-Scale Approach for the Piezoelectric Modal Analysis in Periodically Perforated Structures
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]
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
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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
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An Efficient Numerical Homogenization Method for Multi-Scale Modeling of 2.5D Package Warpage and Thermal Analysis. [PDF]
Xu P +6 more
europepmc +1 more source
Application of Local Approaches to Crack Development in Structural Materials. [PDF]
Kozák V, Vala J.
europepmc +1 more source
<sup>2</sup>H<sub>2</sub>O labeling methods for bulk and single muscle protein synthesis measures, and measures of integrated muscle protein synthesis and breakdown rates: A pilot study. [PDF]
Højfeldt G +7 more
europepmc +1 more source
A multiscale topology optimization design framework with data driven surrogate model. [PDF]
Zhou H, Zhou C.
europepmc +1 more source
Time-space multiscale model for viscoelastic construction materials using the initial stress method. [PDF]
Wang X +5 more
europepmc +1 more source

