The Cox–Ingersoll–Ross model is widely used in financial engineering for the pricing of interest rate derivatives. Various Euler–Maruyama- and Milstein-type discretization schemes have been developed ...
If you find these results useful, please cite the article mentioned above. If you use the implementations provided here, please also cite this repository as The ultra-relativistic Euler equations ...
a spline; a complete Chebyshev polynomial; Smolyak's algorithm (using code by Rafa Valero); a complete polynomial based on monomials. A simple standard RBC model can be solved in less than 0.05 ...
A novel stochastic numerical scheme is introduced to solve stochastic differential equations. The development of the scheme is based on two different parts. One part finds the solution for the ...
In this paper we describe the classical methods used to solve the Euler equations. Special attention is devoted to the iterative method based on a contraction mapping derived from these equations in ...
Abstract: Using parallel manipulator into free-form surface polishing process has become a kind of trend, the parallel polishing manipulator system with dynamic feed-forward control which can improve ...
Abstract: This research addresses two finite control set-model predictive control (FCS-MPC) methods employed on the switched-battery boost-multilevel inverter (SBBMLI). The simulation analysis begins ...
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