conference 发表于 2025-3-23 13:47:11
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Marc Hemsendorfhown that the pricing kernels for option pricing and bond pricing are identical if volatility and interest rate are specified to follow a same stochastic process. Finally, from the various points of view of practical applications, I give some criterions for choosing “ideal” models.crescendo 发表于 2025-3-23 20:55:12
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Tobias A. Knoch,Christian Münkel,Jörg Langowskicting an IN from past INs. Computational experiments are carried out on data collected from vineyards in northern Greece. Preliminary application results demonstrate, comparatively, the capacity of the proposed method. Future work extensions are discussed.Bother 发表于 2025-3-24 11:43:43
Physics,chanics, quantum chromodynamics, high-energy physics, astro- and geophysics, fundamental new results were achieved by meands of High Performance Computing. It provides the possibility of analyzing complex systems by the aid of simulation. This procedure is as important as theoretical investigationsGEN 发表于 2025-3-24 17:11:10
,Finite difference modelling of elastic wave propagation in the Earth’s uppermost mantle,ve evidence for strong scattering. For instance scattering within the uppermost mantle is prominently documented in the so-called high-frequency teleseismic .. phase, generated by mantle velocity fluctuations. This phase, and its correspondence .., are seen globally in data sets from active and pass配置 发表于 2025-3-24 22:52:03
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Summary of Project 11172,erstörungsfreier Prüfung’ (SFB 381). The SFB 381 consists of theoretical and experimental groups in Stuttgart and one theoretical group in Karlsruhe. With help of the CrayT3E we perform large-scale numerical solutions of the elastodynamic wave equation in 2-D and 3-D. These solutions are required to