Buscar
Mostrando ítems 21-22 de 22
Numerical Approximation of Convection-Diffusion Problems Through the PSI Method and Characteristics Method
(Springer, 2011-01-01)
[Abstract]: In this work we present some numerical methods for solving evolutive convection-diffusion problems. In order to obtain a physically admissible solution we search for monotone and accurate methods that are also ...
Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
(Elsevier, 2015)
[Abstract] In the pricing of fixed rate mortgages with prepayment and default options, we introduce jump-diffusion models for the house price evolution. These models take into account sudden changes in the price (jumps) ...