International Journal of Computer Mathematics, Volume 96, Issue 6 (2019)

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International Journal of Computer Mathematics, Volume 96, Issue 6 (2019)

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A special section of papers relating to finance

Article
Multinomial method for option pricing under Variance Gamma
Nicola Cantarutti & João Guerra
Pages: 1087-1106
Published online: 30 Jan 2018
AbstractforMultinomial method for option pricing under Variance Gamma | Full Text | References | PDF (2.1 MB) | EPUB
  • 174 Views
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Article
Novel delay-dependent stability condition for mixed delayed stochastic neural networks with leakage delay signals
P. Baskar, S. Padmanabhan & M. Syed Ali
Pages: 1107-1120
Published online: 21 Mar 2018
AbstractforNovel delay-dependent stability condition for mixed delayed stochastic neural networks with leakage delay signals | Full Text | References | PDF (1.1 MB) | EPUB
  • 176 Views
  • 13 CrossRef citations
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Article
Least-square-based control variate method for pricing options under general factor models
Chenglong Xu, Junmei Ma & Yiming Tian
Pages: 1121-1136
Published online: 01 Mar 2018
AbstractforLeast-square-based control variate method for pricing options under general factor models | Full Text | References | PDF (1.3 MB) | EPUB
  • 127 Views
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Article
An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models
Kamran Kazmi
Pages: 1137-1157
Published online: 15 Mar 2018
AbstractforAn IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models | Full Text | References | PDF (2.1 MB) | EPUB
  • 221 Views
  • 16 CrossRef citations
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Article
A computationally efficient numerical approach for multi-asset option pricing
L. Khodayari & M. Ranjbar
Pages: 1158-1168
Published online: 06 May 2018
AbstractforA computationally efficient numerical approach for multi-asset option pricing | Full Text | References | PDF (829.4 KB) | EPUB
  • 219 Views
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Article
Equilibrium joining strategies in the single server queues with negative customers
Ke Sun & Jinting Wang
Pages: 1169-1191
Published online: 18 Jul 2018
AbstractforEquilibrium joining strategies in the single server queues with negative customers | Full Text | References | PDF (2.2 MB) | EPUB
  • 232 Views
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General articles

Article
Construction of uniformly symmetric bi-frames based on multiresolution template algorithm
Lihong Cui, Xuguang Li & Jianjun Sun
Pages: 1192-1216
Published online: 20 Mar 2018
AbstractforConstruction of uniformly symmetric bi-frames based on multiresolution template algorithm | Full Text | References | PDF (2.8 MB) | EPUB
  • 41 Views
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Article
Variational phase recovering without phase unwrapping in phase-shifting interferometry
Ricardo Legarda-Saenz, Alejandro Téllez Quiñones, Carlos Brito-Loeza & Arturo Espinosa-Romero
Pages: 1217-1229
Published online: 24 Jul 2018
AbstractforVariational phase recovering without phase unwrapping in phase-shifting interferometry | Full Text | References | PDF (3.1 MB) | EPUB
  • 108 Views
  • 3 CrossRef citations
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Article
Error analysis of Jacobi spectral collocation methods for Fredholm-Hammerstein integral equations with weakly singular kernel
Bijaya Laxmi Panigrahi
Pages: 1230-1253
Published online: 05 Sep 2018
AbstractforError analysis of Jacobi spectral collocation methods for Fredholm-Hammerstein integral equations with weakly singular kernel | Full Text | References | PDF (1.7 MB) | EPUB
  • 188 Views
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Article
Multi-step Nyström methods for general second-order initial value problems y″(t) = f(t,y(t), y′(t))
Jiyong Li, Shuo Deng & Xianfen Wang
Pages: 1254-1277
Published online: 16 May 2018
AbstractforMulti-step Nyström methods for general second-order initial value problems y″(t) = f(t,y(t), y′(t)) | Full Text | References | PDF (3.6 MB) | EPUB
  • 111 Views
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Review
Calculation of dimensions of curves generated by subdivision schemes
Yun Hu, Hongchan Zheng & Jing Geng
Pages: 1278-1291
Published online: 02 Apr 2018
AbstractforCalculation of dimensions of curves generated by subdivision schemes | Full Text | References | PDF (1.9 MB) | EPUB
  • 131 Views
  • 2 CrossRef citations
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Review
A collaborative contour detector by gradient and active contours for ultrasound kidney images
Kang Li, Jixiang Guo & Zhang Yi
Pages: 1292-1312
Published online: 01 Aug 2018
AbstractforA collaborative contour detector by gradient and active contours for ultrasound kidney images | Full Text | References | PDF (4.7 MB) | EPUB
  • 139 Views
  • 3 CrossRef citations
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