Mathematical Modelling and Numerical Simulation of Oil Pollution Problems / / edited by Matthias Ehrhardt
| Mathematical Modelling and Numerical Simulation of Oil Pollution Problems / / edited by Matthias Ehrhardt |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (X, 166 p. 58 illus., 44 illus. in color.) |
| Disciplina | 004 |
| Collana | The Reacting Atmosphere |
| Soggetto topico |
Mathematics - Data processing
Ecology Soil science Offshore structures Mathematical physics Chemistry, Organic Computational Science and Engineering Environmental Sciences Soil Science Offshore Engineering Theoretical, Mathematical and Computational Physics Organic Chemistry |
| ISBN | 3-319-16459-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Variability of the Deep water Horizon Surface Oil Spill Extent and its Relationship to Varying Ocean Currents and Extreme Weather Conditions: Gustavo J. Goni, Joaquin A. Trinanes, Amy MacFadyen, Davida Streett, María Josefina Olascoaga, Marc L. Imhoff, Frank Muller-Karger and Mitchell A. Roffer -- 2. A Strategy for Bioremediation of Marine Shorelines by Using Several Nutrient Release Points: David Parra-Guevara and Yuri N. Skiba -- 3. Prediction of the Formation of Water-in-Oil Emulsions: Merv Fingas -- 4. Equilibrium Theory of Bidensity Particle-Laden Flows on an Incline: Sungyon Lee, Jeffrey Wong and Andrea L. Bertozzi. 5 Operational Oil Spill Modelling: From Science to Engineering Applications in the Presence of Uncertainty: Ben R. Hodges, Alejandro Orfila, Juan M. Sayol and Xianlong Hou -- 6. Application of a Numerical Statistical Model to Estimate Potential Oil Spill Risk: Weijun Guo and Tiaojian Xu -- 7 Structural Analysis of Oil-Spill Booms: Frédéric Muttin. |
| Record Nr. | UNINA-9910299775803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multi-Band Effective Mass Approximations : Advanced Mathematical Models and Numerical Techniques / / edited by Matthias Ehrhardt, Thomas Koprucki
| Multi-Band Effective Mass Approximations : Advanced Mathematical Models and Numerical Techniques / / edited by Matthias Ehrhardt, Thomas Koprucki |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (337 p.) |
| Disciplina | 515 |
| Collana | Lecture Notes in Computational Science and Engineering |
| Soggetto topico |
Mathematics - Data processing
Mathematical physics Quantum theory Differential equations Computational Mathematics and Numerical Analysis Theoretical, Mathematical and Computational Physics Mathematical Methods in Physics Quantum Physics Differential Equations |
| ISBN | 3-319-01427-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Part I: Physical Models -- Part II: Numerical Methods -- Part III: Applications -- Part IV: Advanced Mathematical Topics. |
| Record Nr. | UNINA-9910299990703321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear models in mathematical finance [[electronic resource] ] : new research trends in option pricing / / Matthias Ehrhardt, editor
| Nonlinear models in mathematical finance [[electronic resource] ] : new research trends in option pricing / / Matthias Ehrhardt, editor |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2008 |
| Descrizione fisica | 1 online resource (374 p.) |
| Disciplina | 332.64/53 |
| Altri autori (Persone) | EhrhardtMatthias |
| Soggetto topico |
Options (Finance) - Prices - Mathematical models
Investments - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-60876-421-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910452462003321 |
| New York, : Nova Science Publishers, c2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear models in mathematical finance [[electronic resource] ] : new research trends in option pricing / / Matthias Ehrhardt, editor
| Nonlinear models in mathematical finance [[electronic resource] ] : new research trends in option pricing / / Matthias Ehrhardt, editor |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2008 |
| Descrizione fisica | 1 online resource (374 p.) |
| Disciplina | 332.64/53 |
| Altri autori (Persone) | EhrhardtMatthias |
| Soggetto topico |
Options (Finance) - Prices - Mathematical models
Investments - Mathematical models |
| ISBN | 1-60876-421-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910779523303321 |
| New York, : Nova Science Publishers, c2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear models in mathematical finance : new research trends in option pricing / / Matthias Ehrhardt, editor
| Nonlinear models in mathematical finance : new research trends in option pricing / / Matthias Ehrhardt, editor |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2008 |
| Descrizione fisica | 1 online resource (374 p.) |
| Disciplina | 332.64/53 |
| Altri autori (Persone) | EhrhardtMatthias |
| Soggetto topico |
Options (Finance) - Prices - Mathematical models
Investments - Mathematical models |
| ISBN | 1-60876-421-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- NONLINEAR MODELSIN MATHEMATICAL FINANCE:NEW RESEARCH TRENDSIN OPTION PRICING -- NONLINEAR MODELSIN MATHEMATICAL FINANCE:NEW RESEARCH TRENDSIN OPTION PRICING -- CONTENTS -- PREFACE NONLINEAR MODELS IN OPTION PRICING -- ABSTRACT -- INTRODUCTION -- PART I: NONLINEAR BLACK-SCHOLES MODELS -- PART II: ANALYTIC SOLUTIONS -- PART III: NUMERICAL TREATMENT OF NONLINEAR BLACK-SCHOLES EQUATIONS -- PART IV: PARAMETER IDENTIFICATION (INVERSE PROBLEMS) -- NONLINEAR MODELS IN OPTION PRICING - AN INTRODUCTION -- Abstract -- 1.Introduction -- 2.Financial Derivatives -- 3.Linear Black-Scholes Equations -- 4.Nonlinear Black-Scholes Equations -- 5.Terminal and Boundary Conditions -- 6.Volatility Models -- Conclusion -- Acknowledgements -- Appendix -- A.Stochastics -- B.Pricing Formulae -- References -- PART I. NONLINEAR BLACK-SCHOLES MODELS -- OPTION PRICING AND HEDGING IN THE PRESENCE OF TRANSACTION COSTS AND NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS -- Abstract -- 1.Introduction -- 2.Modelling the Transaction Costs -- 3.The Leland's Approach to Option Pricing and Hedging -- 4.Utility-Based Option Pricing and Hedging -- 5.Conclusion -- Acknowledgements -- References -- UTILITY INDIFFERENCE PRICING WITH MARKET INCOMPLETENESS -- Abstract -- 1.Introduction -- 2.Utility-Based Pricing and Hedging: The General Set-up -- 3.Basis Risk Model -- 4.Partial Information Basis Risk Model -- Conclusion -- Acknowledgements -- References -- PART II. ANALYTIC SOLUTIONS -- PRICING OPTIONS IN ILLIQUID MARKETS: SYMMETRY REDUCTIONS AND EXACT SOLUTIONS -- Abstract -- 1.Introduction -- 2.Illiquid Markets and Nonlinear Black-Scholes Equations -- 3.Invariant Solutions for a Nonlinear Black-Scholes Equation -- 4.Properties of Solutions and Parameter-Sensitivity -- Conclusion -- Acknowledgements -- References.
DISTRIBUTIONAL SOLUTIONS TO AN INTEGRO-DIFFERENTIAL PARABOLIC PROBLEM ARISING IN FINANCIAL MATHEMATICS -- Abstract -- 1.Introduction -- 2.Solutions for the Integro-Differential Problem (3) -- 3.Solutions for the Convolution Problem (8) -- Acknowledgements -- References -- PART III. NUMERICAL TREATMENT OF NONLINEARBLACK-SCHOLES EQUATIONS -- A SEMIDISCRETIZATION METHOD FOR SOLVING NONLINEAR BLACK-SCHOLES EQUATIONS: NUMERICAL ANALYSIS AND COMPUTING -- Abstract -- 1.Introduction -- 2.Numerical Schemes Construction -- 3.Numerical Analysis about Local in Time Models -- 4.Numerical Analysis about Global in Time Models -- Conclusion -- Acknowledgements -- References -- TRANSFORMATION METHODS FOR EVALUATING APPROXIMATIONS TO THE OPTIMAL EXERCISE BOUNDARY FOR LINEAR AND NONLINEAR BLACK-SCHOLES EQUATIONS -- Abstract -- 1.Introduction -- 2.Risk Adjusted Methodology Model -- 3.Transformation Method for a Linear Black-Scholes Equa-tion -- 4.Transformation Method for a Nonlinear Black-Scholes Equation -- 5.Transformation Methods for Asian Call Options -- Conclusion -- Acknowledgements -- References -- GLOBAL IN SPACE NUMERICAL COMPUTATION FOR THE NONLINEAR BLACK-SCHOLES EQUATION -- Abstract -- 1.Introduction -- 2.Transaction Costs Model -- 3.Global in Space Computation -- 4.Optimal Investment Problem -- Conclusion -- Acknowledgements -- References -- FIXED DOMAIN TRANSFORMATIONS AND SPLIT-STEP FINITE DIFFERENCE SCHEMES FOR NONLINEAR BLACK-SCHOLES EQUATIONS FOR AMERICAN OPTIONS -- Abstract -- 1.Introduction -- 2.Volatility Models -- 3.The Fixed Domain Transformation -- 4.Numerical Solution -- 5.Comparison Study -- Conclusion -- Acknowledgements -- Appendix -- References -- PRICING HYDROELECTRIC POWER PLANTS WITH/WITHOUT OPERATIONAL RESTRICTIONS: A STOCHASTIC CONTROL APPROACH -- Abstract -- 1.Introduction -- 2.Hydroelectric Power Plant Valuation Problem. 3.Numerical Algorithms -- 4.Properties of the Numerical Schemes -- 5.Numerical Results -- Conclusion -- Acknowledgements -- References -- NUMERICAL SOLUTIONS OF CERTAIN NONLINEAR MODELS IN EUROPEAN OPTIONS ON A DISTRIBUTED COMPUTING ENVIRONMENT -- Abstract -- 1.Introduction -- 2.The Black-Scholes Equation -- 3.Numerical Solutions of the Black-Scholes Equation with Lin-ear Volatility -- 4.Nonlinear Volatility -- 5.Numerical Solutions of the Black-Scholes Equation with Non-linear Volatility -- 6.The Two Level Time-Domain Algorithm -- 7.Conclusion -- References -- PART IV.PARAMETER IDENTIFICATION(INVERSE PROBLEMS) -- CALIBRATION PROBLEMS IN OPTION PRICING -- Abstract -- 1.Introduction -- 2.The Calibration Problem -- 3.Analysis of the Optimal Control Problem -- 4.A Sequential Quadratic Programming Algorithm -- 5.Numerical Experiments -- Conclusion -- Acknowledgements -- References -- INDEX. |
| Record Nr. | UNINA-9911109455203321 |
| New York, : Nova Science Publishers, c2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nonlinear models in mathematical finance : new research trends in option pricing / / Matthias Ehrhardt, editor
| Nonlinear models in mathematical finance : new research trends in option pricing / / Matthias Ehrhardt, editor |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2008 |
| Descrizione fisica | 1 online resource (374 p.) |
| Disciplina | 332.64/53 |
| Altri autori (Persone) | EhrhardtMatthias |
| Soggetto topico |
Options (Finance) - Prices - Mathematical models
Investments - Mathematical models |
| ISBN | 1-60876-421-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- NONLINEAR MODELSIN MATHEMATICAL FINANCE:NEW RESEARCH TRENDSIN OPTION PRICING -- NONLINEAR MODELSIN MATHEMATICAL FINANCE:NEW RESEARCH TRENDSIN OPTION PRICING -- CONTENTS -- PREFACE NONLINEAR MODELS IN OPTION PRICING -- ABSTRACT -- INTRODUCTION -- PART I: NONLINEAR BLACK-SCHOLES MODELS -- PART II: ANALYTIC SOLUTIONS -- PART III: NUMERICAL TREATMENT OF NONLINEAR BLACK-SCHOLES EQUATIONS -- PART IV: PARAMETER IDENTIFICATION (INVERSE PROBLEMS) -- NONLINEAR MODELS IN OPTION PRICING - AN INTRODUCTION -- Abstract -- 1.Introduction -- 2.Financial Derivatives -- 3.Linear Black-Scholes Equations -- 4.Nonlinear Black-Scholes Equations -- 5.Terminal and Boundary Conditions -- 6.Volatility Models -- Conclusion -- Acknowledgements -- Appendix -- A.Stochastics -- B.Pricing Formulae -- References -- PART I. NONLINEAR BLACK-SCHOLES MODELS -- OPTION PRICING AND HEDGING IN THE PRESENCE OF TRANSACTION COSTS AND NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS -- Abstract -- 1.Introduction -- 2.Modelling the Transaction Costs -- 3.The Leland's Approach to Option Pricing and Hedging -- 4.Utility-Based Option Pricing and Hedging -- 5.Conclusion -- Acknowledgements -- References -- UTILITY INDIFFERENCE PRICING WITH MARKET INCOMPLETENESS -- Abstract -- 1.Introduction -- 2.Utility-Based Pricing and Hedging: The General Set-up -- 3.Basis Risk Model -- 4.Partial Information Basis Risk Model -- Conclusion -- Acknowledgements -- References -- PART II. ANALYTIC SOLUTIONS -- PRICING OPTIONS IN ILLIQUID MARKETS: SYMMETRY REDUCTIONS AND EXACT SOLUTIONS -- Abstract -- 1.Introduction -- 2.Illiquid Markets and Nonlinear Black-Scholes Equations -- 3.Invariant Solutions for a Nonlinear Black-Scholes Equation -- 4.Properties of Solutions and Parameter-Sensitivity -- Conclusion -- Acknowledgements -- References.
DISTRIBUTIONAL SOLUTIONS TO AN INTEGRO-DIFFERENTIAL PARABOLIC PROBLEM ARISING IN FINANCIAL MATHEMATICS -- Abstract -- 1.Introduction -- 2.Solutions for the Integro-Differential Problem (3) -- 3.Solutions for the Convolution Problem (8) -- Acknowledgements -- References -- PART III. NUMERICAL TREATMENT OF NONLINEARBLACK-SCHOLES EQUATIONS -- A SEMIDISCRETIZATION METHOD FOR SOLVING NONLINEAR BLACK-SCHOLES EQUATIONS: NUMERICAL ANALYSIS AND COMPUTING -- Abstract -- 1.Introduction -- 2.Numerical Schemes Construction -- 3.Numerical Analysis about Local in Time Models -- 4.Numerical Analysis about Global in Time Models -- Conclusion -- Acknowledgements -- References -- TRANSFORMATION METHODS FOR EVALUATING APPROXIMATIONS TO THE OPTIMAL EXERCISE BOUNDARY FOR LINEAR AND NONLINEAR BLACK-SCHOLES EQUATIONS -- Abstract -- 1.Introduction -- 2.Risk Adjusted Methodology Model -- 3.Transformation Method for a Linear Black-Scholes Equa-tion -- 4.Transformation Method for a Nonlinear Black-Scholes Equation -- 5.Transformation Methods for Asian Call Options -- Conclusion -- Acknowledgements -- References -- GLOBAL IN SPACE NUMERICAL COMPUTATION FOR THE NONLINEAR BLACK-SCHOLES EQUATION -- Abstract -- 1.Introduction -- 2.Transaction Costs Model -- 3.Global in Space Computation -- 4.Optimal Investment Problem -- Conclusion -- Acknowledgements -- References -- FIXED DOMAIN TRANSFORMATIONS AND SPLIT-STEP FINITE DIFFERENCE SCHEMES FOR NONLINEAR BLACK-SCHOLES EQUATIONS FOR AMERICAN OPTIONS -- Abstract -- 1.Introduction -- 2.Volatility Models -- 3.The Fixed Domain Transformation -- 4.Numerical Solution -- 5.Comparison Study -- Conclusion -- Acknowledgements -- Appendix -- References -- PRICING HYDROELECTRIC POWER PLANTS WITH/WITHOUT OPERATIONAL RESTRICTIONS: A STOCHASTIC CONTROL APPROACH -- Abstract -- 1.Introduction -- 2.Hydroelectric Power Plant Valuation Problem. 3.Numerical Algorithms -- 4.Properties of the Numerical Schemes -- 5.Numerical Results -- Conclusion -- Acknowledgements -- References -- NUMERICAL SOLUTIONS OF CERTAIN NONLINEAR MODELS IN EUROPEAN OPTIONS ON A DISTRIBUTED COMPUTING ENVIRONMENT -- Abstract -- 1.Introduction -- 2.The Black-Scholes Equation -- 3.Numerical Solutions of the Black-Scholes Equation with Lin-ear Volatility -- 4.Nonlinear Volatility -- 5.Numerical Solutions of the Black-Scholes Equation with Non-linear Volatility -- 6.The Two Level Time-Domain Algorithm -- 7.Conclusion -- References -- PART IV.PARAMETER IDENTIFICATION(INVERSE PROBLEMS) -- CALIBRATION PROBLEMS IN OPTION PRICING -- Abstract -- 1.Introduction -- 2.The Calibration Problem -- 3.Analysis of the Optimal Control Problem -- 4.A Sequential Quadratic Programming Algorithm -- 5.Numerical Experiments -- Conclusion -- Acknowledgements -- References -- INDEX. |
| Record Nr. | UNINA-9911131781103321 |
| New York, : Nova Science Publishers, c2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Novel Methods in Computational Finance / / edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten
| Novel Methods in Computational Finance / / edited by Matthias Ehrhardt, Michael Günther, E. Jan W. ter Maten |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XVIII, 606 p. 194 illus., 93 illus. in color.) |
| Disciplina | 515.353 |
| Collana | The European Consortium for Mathematics in Industry |
| Soggetto topico |
Differential equations, Partial
Game theory Economics, Mathematical Computer science - Mathematics Probabilities Partial Differential Equations Game Theory, Economics, Social and Behav. Sciences Quantitative Finance Computational Mathematics and Numerical Analysis Probability Theory and Stochastic Processes |
| ISBN | 3-319-61282-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910254302303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Progress in computational physics . Volume 3 Novel trends in Lattice-Boltzmann methods / / edited by Matthias Ehrhardt
| Progress in computational physics . Volume 3 Novel trends in Lattice-Boltzmann methods / / edited by Matthias Ehrhardt |
| Pubbl/distr/stampa | Sharjah : , : Bentham Science Publishers, , [2013] |
| Descrizione fisica | 1 online resource (284 p.) |
| Disciplina | 530.4/1/0113 |
| Altri autori (Persone) | EhrhardtMatthias |
| Collana |
Progress in Comuptational Physics
Progress in computational physics |
| Soggetto topico |
Transport theory - Mathematical models
Mathematical physics |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-60805-716-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Title; Cover; EUL; Contents; Foreword; Preface; Part 01; Chapter 01; Part 02; Chapter 02; Chapter 03; Chapter 04; Chapter 05; Part 03; Chapter 06; Chapter 07; Part 04; Chapter 08; Part 05; Chapter 09; Index; Back |
| Record Nr. | UNINA-9910463096503321 |
| Sharjah : , : Bentham Science Publishers, , [2013] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Progress in computational physics . Volume 3 Novel trends in Lattice-Boltzmann methods / / edited by Matthias Ehrhardt
| Progress in computational physics . Volume 3 Novel trends in Lattice-Boltzmann methods / / edited by Matthias Ehrhardt |
| Pubbl/distr/stampa | Sharjah : , : Bentham Science Publishers, , [2013] |
| Descrizione fisica | 1 online resource (284 p.) |
| Disciplina | 530.4/1/0113 |
| Altri autori (Persone) | EhrhardtMatthias |
| Collana |
Progress in Comuptational Physics
Progress in computational physics |
| Soggetto topico |
Transport theory - Mathematical models
Mathematical physics |
| ISBN | 1-60805-716-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Title; Cover; EUL; Contents; Foreword; Preface; Part 01; Chapter 01; Part 02; Chapter 02; Chapter 03; Chapter 04; Chapter 05; Part 03; Chapter 06; Chapter 07; Part 04; Chapter 08; Part 05; Chapter 09; Index; Back |
| Record Nr. | UNINA-9910787562103321 |
| Sharjah : , : Bentham Science Publishers, , [2013] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Progress in computational physics . Volume 3 Novel trends in Lattice-Boltzmann methods / / edited by Matthias Ehrhardt
| Progress in computational physics . Volume 3 Novel trends in Lattice-Boltzmann methods / / edited by Matthias Ehrhardt |
| Pubbl/distr/stampa | Sharjah : , : Bentham Science Publishers, , [2013] |
| Descrizione fisica | 1 online resource (284 p.) |
| Disciplina | 530.4/1/0113 |
| Altri autori (Persone) | EhrhardtMatthias |
| Collana |
Progress in Comuptational Physics
Progress in computational physics |
| Soggetto topico |
Transport theory - Mathematical models
Mathematical physics |
| ISBN | 1-60805-716-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Title; Cover; EUL; Contents; Foreword; Preface; Part 01; Chapter 01; Part 02; Chapter 02; Chapter 03; Chapter 04; Chapter 05; Part 03; Chapter 06; Chapter 07; Part 04; Chapter 08; Part 05; Chapter 09; Index; Back |
| Record Nr. | UNINA-9910821592403321 |
| Sharjah : , : Bentham Science Publishers, , [2013] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||