Difference equations, as discrete analogues of differential equations, form a fundamental mathematical framework for describing systems that evolve incrementally over time or space. Coupled with ...
This paper considers the estimation of the parameters of general systems of stochastic differential-difference equations in which the lag parameters themselves are treated as unknown and are not ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results