Advanced Case Studies for Numerical Analysis
نویسنده
چکیده
Mathematical models and numerical algorithms are explored for several technological challenges in physics, chemistry, aerothermodynamics, and evolution of dynamic systems in economics and weather forecast. Various mathematical concepts are examined to evaluate multifold integrals, dynamics of strange attractors, and solutions of differential equations with small parameters at the highest derivatives.
منابع مشابه
Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options
Option valuation has been a challenging issue of financial engineering and optimization for a long time. The increasing complexity of market conditions requires utilization of advanced models that, commonly, do not lead to closed-form solutions. Development of novel numerical procedures, which prove to be efficient within various option valuation problems, is therefore worthwhile. Notwithstan...
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