يعرض 1 - 10 نتائج من 32,933 نتيجة بحث عن '"sabr"', وقت الاستعلام: 1.18s تنقيح النتائج
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    دورية أكاديمية

    المؤلفون: Henry, MichelleAff1, IDs13246024014121_cor1, Templeton, Alistair, Smith, Ruth

    المصدر: Physical and Engineering Sciences in Medicine: The Official Journal of the Australasian College of Physical Scientists and Engineers in Medicine. 47(3):1267-1276

  2. 2
    تقرير

    المصدر: Ana M. Ferreiro, Jos\'e A. Garc\'ia-Rodr\'iguez, Jos\'e G. L\'opez-Salas, Carlos V\'azquez, SABR/LIBOR market models: Pricing and calibration for some interest rate derivatives, Applied Mathematics and Computation, 242, 2014

    مصطلحات موضوعية: Quantitative Finance - Pricing of Securities

  3. 3
    تقرير

    المؤلفون: López-Salas, J. G., Vázquez, C.

    المصدر: Jos\'e G. L\'opez-Salas, Carlos V\'azquez, PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique, Computers & Mathematics with Applications, 75, 5, 2018, 1616-1634

    مصطلحات موضوعية: Mathematics - Analysis of PDEs

  4. 4
    تقرير

    المصدر: J.L. Fern\'andez, et.al. , Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs, Mathematics and Computers in Simulation, Volume 94, 2013, Pages 55-75

    مصطلحات موضوعية: Mathematics - Optimization and Control

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    تقرير

    المصدر: L\'{o}pez-Salas, J. G. and P\'{e}rez-Rodr\'{\i}guez, S. and V\'{a}zquez, C., AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models, SIAM Journal on Scientific Computing, 43 (1), B30-B54, 2021

    مصطلحات موضوعية: Mathematics - Numerical Analysis

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    مؤتمر

    المصدر: 2022 IEEE 20th International Conference on Industrial Informatics (INDIN) Industrial Informatics (INDIN), 2022 IEEE 20th International Conference on. :662-667 Jul, 2022

    Relation: 2022 IEEE 20th International Conference on Industrial Informatics (INDIN)