Keywords: معادله انتگرال-دیفرانسیل جزئی; Spatial modelling; Functional, demographic and aggregative response; Overgrazing; Land degradation; Desertification; Partial integro-differential equation;
مقالات ISI معادله انتگرال-دیفرانسیل جزئی (ترجمه نشده)
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Keywords: معادله انتگرال-دیفرانسیل جزئی; Convertible bond; Exponential variance gamma model; Geometric Brownian Motion; Partial integro-differential equation;
Keywords: معادله انتگرال-دیفرانسیل جزئی; Quadratic spline; collocation; American option; Partial integro-differential equation; Merton’s model; Kou’s model; Calculation of Greeks
Keywords: معادله انتگرال-دیفرانسیل جزئی; Radial basis function; Finite difference; Option pricing; Jump-diffusion models; Partial integro-differential equation
Keywords: معادله انتگرال-دیفرانسیل جزئی; Option pricing; Finite difference method; Partial integro-differential equation; Operator splitting method; Linear complementarity problem; Variable coefficient; Jump-diffusion model
Keywords: معادله انتگرال-دیفرانسیل جزئی; Partial integro-differential equation; Bates model; Numerical analysis; Stability and positivity;
Keywords: معادله انتگرال-دیفرانسیل جزئی; Life insurance; Shot-noise process; Indifference pricing; Partial integro-differential equation; Hamilton-Jacobi-Bellman equation;
Keywords: معادله انتگرال-دیفرانسیل جزئی; Jump-diffusion processes; Fokker–Planck equation; Partial integro-differential equation; Strang–Marchuk splitting; Chang–Cooper; Convergence analysis65M12; 45K05; 60J75; 82C31; 35Q84
Crank-Nicolson and Legendre spectral collocation methods for a partial integro-differential equation with a singular kernel
Keywords: معادله انتگرال-دیفرانسیل جزئی; Partial integro-differential equation; Legendre spectral collocation; Stability; Convergence; Singular kernel;
Wavelet based iterative methods for a class of 2D-partial integro differential equations
Keywords: معادله انتگرال-دیفرانسیل جزئی; Chebyshev wavelet; Haar wavelet; Legendre wavelet; Partial integro-differential equation; Population model; Quasilinearization;
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes
Keywords: معادله انتگرال-دیفرانسیل جزئی; Numerical analysis; Partial integro-differential equation; Option pricing; Gauss–Laguerre quadrature; Positivity
A Semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump–diffusion
Keywords: معادله انتگرال-دیفرانسیل جزئی; Jump–diffusion; Option pricing; Semi-Lagrangian method; Partial integro-differential equation
Pricing approximations and error estimates for local Lévy-type models with default
Keywords: معادله انتگرال-دیفرانسیل جزئی; Partial integro-differential equation; Asymptotic expansion; Pseudo-differential calculus; Option pricing; Lévy-type process; Defaultable asset;
Pricing Asian options in a stochastic volatility model with jumps
Keywords: معادله انتگرال-دیفرانسیل جزئی; Arithmetic Asian option; Stochastic volatility; Lévy processes; Barndorff-Nielsen and Shephard model; Partial integro-differential equation
Analysis of meshless local radial point interpolation (MLRPI) on a nonlinear partial integro-differential equation arising in population dynamics
Keywords: معادله انتگرال-دیفرانسیل جزئی; Local weak formulation; Meshless local radial point interpolation (MLRPI) method; Radial basis function; Partial integro-differential equation; Cubic spline interpolation
Quasi wavelet based numerical method for a class of partial integro-differential equation
Keywords: معادله انتگرال-دیفرانسیل جزئی; Partial integro-differential equation; Quasi-wavelets; Forward Euler method; Regularization; Numerical method;
Tri-diagonal preconditioner for pricing options
Keywords: معادله انتگرال-دیفرانسیل جزئی; 65F10; 65M06; 91B70; 47B35European call option; Partial integro-differential equation; Nonsymmetric Toeplitz system; Normalized preconditioned system; Tri-diagonal preconditioner; Family of generating functions
Hedging electricity swaptions using partial integro-differential equations
Keywords: معادله انتگرال-دیفرانسیل جزئی; 60H30; 91B25; 35R15Swaptions; Quadratic hedging; Hilbert space valued jump-diffusion; Infinite-dimensional stochastic analysis; Partial integro-differential equation
Stable numerical schemes for a partly convolutional partial integro-differential equation
Keywords: معادله انتگرال-دیفرانسیل جزئی; Partial integro-differential equation; Smoothness; Stability; Convergence;
Survival probability for a two-dimensional risk model
Keywords: معادله انتگرال-دیفرانسیل جزئی; Integral equation; Partial integro-differential equation; Probability of ruin; Recursive approximation; Survival probability; Time of ruin;
Analytical binomial lookback options with double-exponential jumps
Keywords: معادله انتگرال-دیفرانسیل جزئی; 62P05; 60H30; 65C20; 91B28Stochastic differential equation; Adjusted binomial tree method; Lookback option; Exponential jumps; Partial integro-differential equation; Viscosity solution
On the distribution tail of an integrated risk model: A numerical approach
Keywords: معادله انتگرال-دیفرانسیل جزئی; primary; 91B23; 91B30; secondary; 45K05; 65M06; 60G51; Exponential Lévy process; Finite difference method; Integrated insurance risk process; Integrated risk management; Optimal investment strategy; Value-at-Risk; Partial integro-differential equation; T
Pricing options under jump diffusion processes with fitted finite volume method
Keywords: معادله انتگرال-دیفرانسیل جزئی; Jump diffusion processes; Finite volume method; Partial integro-differential equation; Penalty method; FFT
On the analytical separation of variables solution for a class of partial integro-differential equations
Keywords: معادله انتگرال-دیفرانسیل جزئی; Separation of variables; Partial integro-differential equation;