Global ETD Search

21	A new method for the rapid calculation of finely-gridded reservoir simulation pressures / Hardy, Benjamin Arik, January 2005 (has links) (PDF) Thesis (M.S.)--Brigham Young University. Dept. of Chemical Engineering, 2005. / Includes bibliographical references (p. 159-161).
22	Nonlinear solvers for a model problem of fluid flow in the subsurface / Biederman, Shannon Miriah. January 1900 (has links) Thesis (M.S.)--Oregon State University, 2007. / Printout. Includes bibliographical references (leaf 53). Also available on the World Wide Web.
23	Valuation of portfolios under uncertain volatility : Black-Scholes-Barenblatt equations and the static hedging Kolesnichenko, Anna, Shopina, Galina January 2007 (has links) The famous Black-Scholes (BS) model used in the option pricing theory contains two parameters - a volatility and an interest rate. Both parameters should be determined before the price evaluation procedure starts. Usually one use the historical data to guess the value of these parameters. For short lifetime options the interest rate can be estimated in proper way, but the volatility estimation is, as well in this case, more demanding. It turns out that the volatility should be considered as a function of the asset prices and time to make the valuation self consistent. One of the approaches to this problem is the method of uncertain volatility and the static hedging. In this case the envelopes for the maximal and minimal estimated option price will be introduced. The envelopes will be described by the Black - Scholes - Barenblatt (BSB) equations. The existence of the upper and lower bounds for the option price makes it possible to develop the worse and the best cases scenario for the given portfolio. These estimations will be financially relevant if the upper and lower envelopes lie relatively narrow to each other. One of the ideas to converge envelopes to an unknown solution is the possibility to introduce an optimal static hedged portfolio. volatility Black-Scholes-Barenbladt finite differences method
24	Contrawound toroidal helical antenna modeling using the FDTD method ElSherbini, Khaled Mohammad. January 2000 (has links) Thesis (Ph. D.)--West Virginia University, 2000. / Title from document title page. Document formatted into pages; contains xiii, 325 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 138-144).
25	Theory and estimation of acoustic intensity and energy density / Thomas, Derek C., January 2008 (has links) (PDF) Thesis (M.S.)--Brigham Young University. Dept. of Physics and Astronomy, 2008. / Includes bibliographical references (p. 79-82).
26	Theoretical basis for numerically exact three-dimensional time-domain algorithms Wagner, Christopher Lincoln, January 2004 (has links) (PDF) Thesis (Ph. D.)--Washington State University. / Includes bibliographical references.
27	Finite difference modelling of estuarine hydrodynamics / Choi, King-wah. January 1985 (has links) Thesis (M. Phil.)--University of Hong Kong, 1987.
28	On finite-difference solutions in elasticity Fangmann, Robert Edward, 1943- January 1967 (has links) No description available. Elasticity. Finite differences. Electronic data processing.
29	A two dimensional finite-difference simulation of seismic wave propagation in elastic media Liow, J. (Jeih-San) 12 1900 (has links) No description available. Seismic waves Elastic waves Finite differences
30	A qualitative analysis of finite difference equations in R[superscript n] Floyd, Stewart Allen 12 1900 (has links) No description available. Difference equations Finite differences Numerical analysis

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