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2017数学相对论与重力波物理学学校（Spring School on Numerical Relativity and Gravitational Wave Physics）
2017 数学相对论与重力波物理学 学校
2017/4/24
To further motivate and promote the research of numerical relativity, gravitational wave physics and relevant fields in China, we are going to organize a spring school on numerical relativity and grav...
On a class of semi-elliptic diffusion models. Part I: a constructive analytical approach for global existence, densities, and numerical schemes (with applications to the Libor market model)
Degenerate parabolic equations financial derivatives sen-sitivities Monte-Carlo methods
2010/4/27
Computational parsimony makes reduced factor Libor market models popular among practioners. However, value functions and sensitivities of such models are described by degenerate parabolic (i.e. semiel...