Partial Differential Equations, Black-Scholes, credit risk, default risk, credit valuation adjustment, call option, put option, forward contract, nonlinear iteration, finite differences, Crank-Nicolson, control problem, Hamilton-Jacobi-Bellman HJB equation. Numerical Analysis , , pp. Modified Craig-Sneyd, Alternating Direction Implicit method, two-dimensional Black-Scholes, American option, spread option, exchange option, analytical approximation, numerical PDE solution, penalty iteration. Published in International J. Numerical Analysis and Modelling , ,
Organizing Your Social Sciences Research Paper
What Is Quantitative Research? | Definition, Uses and Methods
Before submission check for plagiarism via Turnitin. Typeset is a very innovative solution to the formatting problem and existing providers, such as Mendeley or Word did not really evolve in recent years. Guideline source: View. All company, product and service names used in this website are for identification purposes only.
Organizing Academic Research Papers: Purpose of Guide
Presenting here the list of top journals in the field of Numerical Analysis, which you can always refer to and cite while writing your thesis and research papers. You can also submit your research paper in these journals to show the standard and worthiness of your work. This list is ordered by Scopus ranking. Subject category Numerical Analysis falls under area Mathematics.
This paper deals with modeling of the behavior of castellated beam. The calculations also take into account the imperfections. The solution incorporates finite element models and standardized calculation. The main contribution is to undertake case studies to determine the coefficients of lateral-torsional buckling and description of the stress state of the profile.