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A robust spectral method for solving Heston’s model
(Springer Verlag, 2014)
In this paper, we consider the Heston’s volatility model (Heston in Rev.
Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the
spectral collocation method and the Laplace transforms method. ...
An optimal portfolio and capital management strategy for basel III compliant commercial banks
(Hindawi Publishing Corporation, 2014)
We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We ...
Binary codes and partial permutation decoding sets from the odd graphs
(Walter de Gruyter, 2014)
For k ≥ 1, the odd graph denoted by O(k), is the graph with the vertex-set Ω{k}
, the set of all k-subsets of Ω =
{1, 2, . . . , 2k + 1}, and any two of its vertices u and v constitute an edge [u, v] if and only if u ∩ ...
Performance of Richardson extrapolation on some numerical methods for a singularly perturbed turning point problem whose solution has boundary layers
(KOREAN MATHEMATICAL SOC, 2014)
Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. ...
Protein interaction networks as metric spaces: A novel perspective on distribution of hubs
(BMC, 2014)
In the post-genomic era, a central and overarching question in the analysis of protein-protein
interaction networks continues to be whether biological characteristics and functions of proteins such as lethality,
physiological ...