Finite difference methods have become a cornerstone in the simulation of seismic wave propagation, providing a robust numerical framework to approximate the differential equations that govern seismic ...
The finite difference migration, proposed and developed by J. F. Claerbout[1], is now widely used in seismic data processing. The method has a limitation that the events are not dipping too much.
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
Based on multiplicative calculus, the finite difference schemes for the numerical solution of multiplicative differential equations and Volterra differential equations are presented. Sample problems ...
In the current low rates environment, the classic stochastic alpha beta rho (SABR) formula used to compute option-implied volatilities leads to arbitrages. In "Arbitrage free SABR", Hagan et al ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results