:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Kang, Yaling, Ma, Zujun, Tian, Xin, Wu, Zhiqiao
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis
Online Access:	https://arxiv.org/abs/2511.02658
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Full grid solution for multi-asset options pricing with tensor networks
by: Arenstein, Lucas, et al.
Published: (2025)

Deep learning of transition probability densities for stochastic asset models with applications in option pricing
by: Su, Haozhe, et al.
Published: (2021)

Operator splitting schemes for the two-asset Merton jump-diffusion model
by: Boen, Lynn, et al.
Published: (2019)

Spectral decomposition of $(\star, ε)$-palindromic matrix polynomial and its applications
by: Zhao, Kang, et al.
Published: (2026)

An efficient numerical method for American options and their Greeks under the two-asset Kou jump-diffusion model
by: Hout, Karel J. in 't
Published: (2024)

Multinode Shepard collocation method for pricing of financial derivatives
by: Dell'Accio, Francesco, et al.
Published: (2025)

Optimized Schwarz methods for heterogeneous heat transfer problems
by: Gander, Martin J., et al.
Published: (2025)

Uniformly accurate structure-preserving neural surrogates for radiative transfer
by: Bai, Mengjia, et al.
Published: (2025)

A primal-dual price-optimization method for computing equilibrium prices in mean-field games models
by: Wang, Xu, et al.
Published: (2025)

Numerical valuation of European options under two-asset infinite-activity exponential Lévy models
by: Moda, Massimiliano, et al.
Published: (2025)

IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing
by: López-Salas, J. G., et al.
Published: (2024)

Lower bounds for some decision problems over C
by: Malajovich, Gregorio
Published: (1999)

Flexural Behavior and Design of Prestressed Ultra-High Performance Concrete (UHPC) Beams: Failure Mode and Ductility
by: Tian, Xin, et al.
Published: (2024)

UAV-Mounted Movable Antenna: Joint Optimization of UAV Placement and Antenna Configuration
by: Tang, Xiao-Wei, et al.
Published: (2024)

Randomized Joint Diagonalization of Symmetric Matrices
by: He, Haoze, et al.
Published: (2022)

Revenue distribution in multinational firms through transfer pricing
by: José G. Vargas-Hernández
Published: (2013)

Spline-based solution transfer for space-time methods in 2D+t
by: Larose, Logan, et al.
Published: (2024)

A discrete-ordinate weak Galerkin method for radiative transfer equation
by: Singh, Maneesh Kumar
Published: (2022)

Schwarz Modulus Based Matrix Splittings with Minimal Polynomial Extrapolation Acceleration for linear complementarity problems arising from American option pricing
by: Gande, Martin J., et al.
Published: (2026)

Joint Approximate Partial Diagonalization of Large Matrices
by: Seghouane, Abd-Krim, et al.
Published: (2024)

Gaussian radial basis functions collocation for fractional PDEs: methodology and error analysis
by: Tian, Xiaochuan, et al.
Published: (2023)

Optimal transfer operators in algebraic two-level methods for nonsymmetric and indefinite problems
by: Krzysik, Oliver A., et al.
Published: (2025)

An asymptotic-preserving IMEX PN method for the gray model of the radiative transfer equation
by: Fu, Jinxue, et al.
Published: (2024)

An efficient asymptotic preserving Monte Carlo method for frequency-dependent radiative transfer equations
by: Hong, Yiyang, et al.
Published: (2025)

On the relaxed greedy randomized Kaczmarz methods with momentum acceleration for solving matrix equation AXB=C
by: Wu, Nian-Ci, et al.
Published: (2023)

On error representation in exact-decisions number types
by: Wilhelm, Martin
Published: (2018)

Puzzle Game: Prediction and Classification of Wordle Solution Words
by: Xin, Haidong, et al.
Published: (2024)

Entropic transfer operators for stochastic systems
by: Bi, Hancheng, et al.
Published: (2025)

Physics informed neural network for forward and inverse radiation heat transfer in graded-index medium
by: Murari, K., et al.
Published: (2024)

Realizability-preserving monolithic convex limiting in continuous Galerkin discretizations of the M1 model of radiative transfer
by: Moujaes, Paul, et al.
Published: (2025)

A finite-difference summation-by-parts, conditionally stable partitioned algorithm for conjugate heat transfer problems
by: Nataj, Sarah, et al.
Published: (2026)

Reduced order models for nonlinear radiative transfer based on moment equations and POD/DMD of Eddington tensor
by: Coale, Joseph M., et al.
Published: (2021)

High-Order Interior Penalty Finite Element Methods for Fourth-Order Phase-Field Models in Fracture Analysis
by: Tian, Tian, et al.
Published: (2025)

Joint denoising and line distortion correction for raster-scanned image series
by: Berkels, Benjamin, et al.
Published: (2024)

A Micro-Macro Decomposition-Based Asymptotic-Preserving Random Feature Method for Multiscale Radiative Transfer Equations
by: Chen, Jingrun, et al.
Published: (2024)

Two Precision-controlled Numerical Algorithms for the CDF of Doubly Non-central Beta Distribution Based on the Segmentation of the Infinite Double Series Matrix
by: Li, Han, et al.
Published: (2025)

Quantum computing for multidimensional option pricing: End-to-end pipeline
by: Hok, Julien, et al.
Published: (2026)

Optimization-based method for conjugate heat transfer problems
by: Fang, Liang, et al.
Published: (2025)

Element learning: a systematic approach of accelerating finite element-type methods via machine learning, with applications to radiative transfer
by: Du, Shukai, et al.
Published: (2023)

Beyond Independence: on Jointly Normal Priors in Bayesian Inversion
by: Nicholson, Ruanui, et al.
Published: (2026)