Recently,with the developments of advanced mathematical modeling in the field of implicit solvent modeling and simulation,providing surface meshes with good
In this paper,starts from the actual market datas,uses Logarithmic-log-linear regression model,Grange model,ARCH model to study the influence of various fac
This presentation combines high-order compact finite difference approximations with an Alternating Direction Implicit method to obtain numerical solutions t
In recent years the variety and complexity of financial mathematics models has witnessed a tremendous growth.For the resulting computational complexity,adva
Optimal prediction of the ultimate maximum is a non-standard problem since the pay-off function depends on a process not adapted to the given filtration.
The Omega default model models the default as the first time when the occupation time over some domain exceeds an independent exponential random variable wi