Search Results - Euler inversion algorithm

An extension of the Euler Laplace transform inversion algorithm with applications in option pricing: An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.

Authors: G. Petrella

Source: Operations Research Letters. 32:380-389

Subject Terms: Laplace transform, Numerical methods (including Monte Carlo methods), 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, option pricing, 01 natural sciences, Numerical methods for integral transforms, Euler inversion algorithm

File Description: application/xml

Access URL: https://zbmath.org/2125897
https://doi.org/10.1016/j.orl.2003.06.004

A Two-dimensional, Two-sided Euler Inversion Algorithm with Computable Error Bounds and its Financial Applications

Authors: Cai, Ning IELM Shi, Chao

Source: Stochastic Systems, Vol 4, Iss 2, Pp 404-448 (2015)
Stoch. Syst. 4, no. 2 (2014), 404-448

Subject Terms: T57-57.97, two-sided Laplace transforms, Applied mathematics. Quantitative methods, Truncation errors, Option pricing, 91G60, Euler inversion, 91G20, 01 natural sciences, QA273-280, Computable error bounds, truncation errors, Two-dimensional Laplace inversion, discretization errors, 44A10, Discretization errors, Exotic options, computable error bounds, 0101 mathematics, Two-sided Laplace transforms, option pricing, Probabilities. Mathematical statistics, exotic options

File Description: application/pdf

Access URL: https://pubsonline.informs.org/doi/pdf/10.1287/12-SSY094
https://doaj.org/article/cca00db3367c4c34affd6f1e96f4f631
http://repository.ust.hk/ir/Record/1783.1-69620
https://projecteuclid.org/download/pdfview_1/euclid.ssy/1427462421
https://pubsonline.informs.org/doi/abs/10.1287/12-SSY094
https://projecteuclid.org/journals/stochastic-systems/volume-4/issue-2/A-two-dimensional-two-sided-Euler-inversion-algorithm-with-computable/10.1214/12-SSY094.full
http://www.i-journals.org/ssy/include/getdoc.php?id=1568&article=94&mode=pdf
http://projecteuclid.org/euclid.ssy/1427462421

A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications

Authors: Ning Cai Chao Shi

Source: Stochastic Systems, Vol 4, Iss 2, Pp 404-448 (2015)

Subject Terms: Two-dimensional Laplace inversion, two-sided Laplace transforms, Euler inversion, computable error bounds, discretization errors, truncation errors, option pricing, exotic options, Probabilities. Mathematical statistics, QA273-280, Applied mathematics. Quantitative methods, T57-57.97

File Description: electronic resource

Relation: http://www.i-journals.org/ssy/viewarticle.php?id=94&layout=abstract; https://doaj.org/toc/1946-5238

Access URL: https://doaj.org/article/cca00db3367c4c34affd6f1e96f4f631

Magnetic anomaly inversion through the novel barnacles mating optimization algorithm.

Authors: Ai H Essa KS Ekinci YL et al.

Source: Scientific reports [Sci Rep] 2022 Dec 30; Vol. 12 (1), pp. 22578. Date of Electronic Publication: 2022 Dec 30.

Publication Type: Journal Article

Journal Info: Publisher: Nature Publishing Group Country of Publication: England NLM ID: 101563288 Publication Model: Electronic Cited Medium: Internet ISSN: 2045-2322 (Electronic) Linking ISSN: 20452322 NLM ISO Abbreviation: Sci Rep Subsets: MEDLINE

MeSH Terms: Thoracica*, Animals ; Reproducibility of Results ; Algorithms ; Reproduction ; Magnetic Phenomena

Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities

Authors: Cao, Liang McCrorie, Roderick

Contributors: Cao, Liang McCrorie, Roderick

Subject Terms: 332.64, Laplace transforms, Numerical inversion, Multi-precision arithmetic, Asian options, Infinitely divisible distributions, Stable distributions, Unit root distributions, Characteristic functions, Generalized hypergeometric function, Meijer G function, Fox H function, Euler method, Post-Widder method, Bromwich integral, Gaver-Wynn-Rho algorithm, Fixed Talbot method, Unified Gaver-Stehfest algorithm, Unified Euler algorithm, Unified Talbot algorithm, Laguerre method, Spectral series expansion, Constructive complex analysis, Asymptotic method, PDE method, Monte Carlo simulation, Turnbull and Wakeman approximation, Milevsky and Posner approximation, Joint densities, Joint distribution functions, Transformation of joint density, Mathematica

Access URL: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.644829

Three-directional analytic signal analysis and interpretation of magnetic gradient tensor.

Authors: Guo, Can-wen Xing, Zhe Wang, Lin-fei et al.

Source: Applied Geophysics: Bulletin of Chinese Geophysical Society; Jun2020, Vol. 17 Issue 2, p285-296, 12p

Subject Terms: MAGNETIC anomalies, EULER characteristic, MAGNETIC testing, ALGORITHMS, SHALLOW-water equations, INFORMATION resources

Numerical algorithms for the valuation of installment options

Authors: Araújo, Sofia Sande de Grossinho, Maria do Rosário Repositório Científico de Acesso Aberto da ULisboa

Contributors: Araújo, Sofia Sande de Grossinho, Maria do Rosário Repositório Científico de Acesso Aberto da ULisboa

Subject Terms: Installment options, compound options, Laplace transform, numerical inversion, stopping boundaries, De Hoog algorithm

File Description: application/pdf

Availability: http://hdl.handle.net/10400.5/5035

Reconstruction of shear force in Atomic Force Microscopy from measured displacement of the cone-shaped cantilever tip

Authors: Alemdar Hasanov Alexandre Kawano Onur Baysal

Source: Mathematics in Engineering, Vol 6, Iss 1, Pp 137-154 (2024)

Subject Terms: atomic force microscopy, cone-shaped cantilever, reconstruction of shear force, damped euler-bernoulli cantilever beam, inverse problem, gradient formula, fast algorithm, Applied mathematics. Quantitative methods, T57-57.97

File Description: electronic resource

Relation: https://doaj.org/toc/2640-3501

Access URL: https://doaj.org/article/03596baca6204b3592632ac132d70678

Full Vector Inversion of Magnetic Microscopy Images Using Euler Deconvolution as Prior Information

Authors: Gelson F. Souza‐Junior Leonardo Uieda Ricardo I. F. Trindade et al.

Source: Geochemistry, Geophysics, Geosystems, Vol 25, Iss 7, Pp n/a-n/a (2024)

Subject Terms: magnetic microscopy, geophysics, Python, inverse problems, image processing, Geophysics. Cosmic physics, QC801-809, Geology, QE1-996.5

File Description: electronic resource

Relation: https://doaj.org/toc/1525-2027

Access URL: https://doaj.org/article/6bc84a21146042aa84f06b016ba5abb3

Forward Analysis of GPR for Underground Pipes Using CUDA-Implemented Conformal Symplectic Euler Algorithm

Authors: Jianwei Lei Binghan Xue Hongyuan Fang et al.

Source: IEEE Access, Vol 8, Pp 205590-205599 (2020)

Subject Terms: GPR, underground pipeline, numerical simulation, symplectic Euler algorithm, surface conformal technology, parallel computing, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

File Description: electronic resource

Relation: https://ieeexplore.ieee.org/document/9257431/; https://doaj.org/toc/2169-3536

Access URL: https://doaj.org/article/61a3507d553d45338b7b3d710268b5ca

The algorithmic resolution of spectral-element discretization for the time-dependent Stokes problem

Authors: Henda Ouertani Mohamed Abdelwahed

Source: Boundary Value Problems, Vol 2024, Iss 1, Pp 1-16 (2024)

Subject Terms: Time-dependent Stokes problem, Spectral-element method, Implicit Euler scheme, Uzawa algorithm, GMRES method, Analysis, QA299.6-433

File Description: electronic resource

Relation: https://doaj.org/toc/1687-2770

Access URL: https://doaj.org/article/588b85d3b9d24a6e89c1f3f62fbb8008

An innovative algorithm based on wavelets for solving three-dimensional nanofluid bio-convection model near a stagnation point

Authors: Mutaz Mohammad Alexander Trounev Mohammed Alshbool et al.

Source: Results in Physics, Vol 41, Iss , Pp 105889- (2022)

Subject Terms: Stagnation point, Euler wavelets, Collocation points, Numerical approximation, Nanofluid, Nonlinear ordinary differential equations, Physics, QC1-999

File Description: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2211379722005277; https://doaj.org/toc/2211-3797

Access URL: https://doaj.org/article/a5bf817f6cf545409b419e24f09a288e

Pricing double-barrier options under a flexible jump diffusion model

Authors: Cai, Ning IELM Chen, Nan Wan, Xiangwei

Source: Operations Research Letters. 37:163-167

Subject Terms: 0502 economics and business, 05 social sciences, Double-barrier options, Jump diffusion, 0101 mathematics, 01 natural sciences, First passage times, Hyper-exponential distribution, Euler inversion algorithm

Three-Dimensional Forward Modeling and Inversion Study of Transient Electromagnetic Method Considering Inhomogeneous Magnetic Permeability

Authors: Chenyu Wang Yan Dong Jingyu Gao et al.

Source: Applied Sciences, Vol 14, Iss 24, p 11660 (2024)

Subject Terms: transient electromagnetic method, non-uniform magnetic permeability model, 3-D forward modeling, 3-D inversion, Technology, Engineering (General). Civil engineering (General), TA1-2040, Biology (General), QH301-705.5, Physics, QC1-999, Chemistry, QD1-999

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Relation: https://www.mdpi.com/2076-3417/14/24/11660; https://doaj.org/toc/2076-3417

Access URL: https://doaj.org/article/01cd29036c6d485fadb7441e52c6f048

A combined Markov Chain Monte Carlo and Levenberg–Marquardt inversion method for heterogeneous subsurface reservoir modeling

Authors: Jarbas A. Fernandes Juarez S. Azevedo Saulo P. Oliveira

Source: Discover Applied Sciences, Vol 6, Iss 10, Pp 1-17 (2024)

Subject Terms: Two-phase flow, Markov Chain Monte Carlo, Levenberg–Marquardt, Karhunen–Loève expansion, Multiscale finite-volume, Science (General), Q1-390

File Description: electronic resource

Relation: https://doaj.org/toc/3004-9261

Access URL: https://doaj.org/article/2854b6007bc344b286cc23790ddf5dc0

Unconstrained measurement method and verification of thrust vector in small solid propulsion system.

Authors: Feng, Wen Ren, Ziwei Zhang, Gang et al.

Source: Advances in Space Research. Jan2025, Vol. 75 Issue 1, p576-589. 14p.

Subject Terms: *ROCKET engines, *EULER method, *VECTOR data, *FLIGHT testing, *THRUST, *SWITCHED reluctance motors

New improvements for lineaments study of gravity data with improved Euler inversion and phase congruency of the field data.

Authors: Wang, Jun Meng, Xiaohong Li, Fang

Source: Journal of Applied Geophysics. Jan2017, Vol. 136, p326-334. 9p.

Subject Terms: *GEOLOGISTS, *EULER equations, *EQUATIONS in fluid mechanics, *COMPUTATIONAL fluid dynamics, *COMPUTATIONAL number theory

Three-Dimensional Modelling and Inversion of DC resistivity and Time Domain EM data using Multi-Resolution Framework

Authors: Gao, Jingyu Rasmussen, Thorkild Maack Smirnov, Maxim et al.

Contributors: Gao, Jingyu Rasmussen, Thorkild Maack Smirnov, Maxim et al.

Source: Doctoral thesis / Luleå University of Technology 1 jan 1997 → ….

Subject Terms: DC Resistivity, time-domain electromagnetic, forward modelling, data inversion, Exploration Geophysics, Prospekteringsgeofysik

File Description: electronic

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-87803
https://ltu.diva-portal.org/smash/get/diva2:1609130/FULLTEXT02.pdf

New Techniques for Estimation of Source Parameters: Applications to Airborne Gravity and Pseudo-Gravity Gradient Tensors

Authors: Beiki, Majid Pedersen, Laust, Professor Bastani, Mehrdad, Dr. et al.

Contributors: Beiki, Majid Pedersen, Laust, Professor Bastani, Mehrdad, Dr. et al.

Source: Digital Comprehensive Summaries of Uppsala Dissertations from the Faculty of Science and Technology.

Subject Terms: Gravity gradient tensor, pseudo-gravity, magnetic field, eigenvector analysis, least squares algorithm, strike direction, source parameter estimation, analytic signal, Euler deconvolution, joint inversion, infinite dike model, geological contact model, NATURAL SCIENCES, Earth sciences, Endogenous earth sciences, Solid earth physics, NATURVETENSKAP, Geovetenskap, Endogen geovetenskap, Fasta jordens fysik, Geophysics with specialization in Solid Earth Physics, Geofysik med inriktning mot fasta jordens fysik

File Description: electronic

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-143015
https://uu.diva-portal.org/smash/get/diva2:388959/FULLTEXT02.pdf

Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model.

Authors: Ning Cai Kou, Steven

Source: Operations Research; Jan2012, Vol. 60 Issue 1, p64-77, 14p, 6 Charts

Subject Terms: LAPLACE transformation, DIFFUSION processes, BESSEL functions, TRANSCENDENTAL functions, PROBABILITY theory, EULER characteristic