Browsing GI-M2NICA - Artigos by Title
Now showing items 71-74 of 74
-
Uncertainty quantification and Heston model
(SpringerOpen, 2018-07)[Abstract]: In this paper, we study the impact of the parameters involved in Heston model by means of Uncertainty Quantification. The Stochastic Collocation Method already used for example in computational fluid dynamics, ... -
Upwind Finite Element-PML Approximation of a Novel Linear Potential Model for Free Surface Flows Produced by a Floating Rigid Body
(Elsevier, 2021)[Abstract] A novel linear potential model is presented to compute free surface flows of incompressible fluids produced by the motion of a floating rigid body in the presence of an underlying non-uniform flow. In particular, ... -
Wastewater and marine bioindicators surveillance to anticipate COVID-19 prevalence and to explore SARS-CoV-2 diversity by next generation sequencing: One-year study
(Elsevier, 2022)[Abstract] This study presents the results of SARS-CoV-2 surveillance in sewage water of 11 municipalities and marine bioindicators in Galicia (NW of Spain) from May 2020 to May 2021. An integrated pipeline was developed ... -
XVA in a multi-currency setting with stochastic foreign exchange rates
(Elsevier B.V., 2023-05)[Abstract]: In the present article we address the modelling and the numerical computation of the total value adjustment for European options in a multi-currency setting when the foreign exchange rates between the different ...