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ORCIDJournal of Computational and Applied Mathematics, Volume 297
Volume 297, May 2016
- Qifang Su:
Inverse spectral problem for pseudo-Jacobi matrices with partial spectral data. 1-12 - Zhuo Jin
, Linyi Qian, Wei Wang, Rongming Wang:
Pricing dynamic fund protections with regime switching. 13-25 - Dzmitry A. Budzko, José L. Hueso, Eulalia Martínez, Carles Teruel:
Dynamical study while searching equilibrium solutions in N-body problem. 26-40 - G. L. Zhang:
Stability of Runge-Kutta methods for linear impulsive delay differential equations with piecewise constant arguments. 41-50 - Burhaneddin Izgi, Ahmet Duran:
3D extreme value analysis for stock return, interest rate and speed of mean reversion. 51-64 - Chunfang Zhang, Yimin Shi, Min Wu:
Statistical inference for competing risks model in step-stress partially accelerated life tests with progressively Type-I hybrid censored Weibull life data. 65-74 - Sanae Rujivan:
A closed-form formula for the conditional moments of the extended CIR process. 75-84 - Tatjana Stykel, Alexander Vasilyev:
A two-step model reduction approach for mechanical systems with moving loads. 85-97 - Allan Jonathan da Silva, Jack Baczynski, José V. M. Vicente:
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option. 98-116 - Marius Wischerhoff, Gerlind Plonka:
Reconstruction of polygonal shapes from sparse Fourier samples. 117-131 - Donald L. Brown, Maria V. Vasilyeva:
A generalized multiscale finite element method for poroelasticity problems II: Nonlinear coupling. 132-146
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