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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui