Paquette-Rufiange, Antonin; Prudhomme, Serge; Laforest, Marc Optimal design of validation experiments for the prediction of quantities of interest. (English) Zbl 07725713 Comput. Methods Appl. Mech. Eng. 414, Article ID 116182, 27 p. (2023). MSC: 91-XX 92-XX PDFBibTeX XMLCite \textit{A. Paquette-Rufiange} et al., Comput. Methods Appl. Mech. Eng. 414, Article ID 116182, 27 p. (2023; Zbl 07725713) Full Text: DOI arXiv
Ernst, Oliver G.; Pichler, Alois; Sprungk, Björn Wasserstein sensitivity of risk and uncertainty propagation. (English) Zbl 1498.91503 SIAM/ASA J. Uncertain. Quantif. 10, 915-948 (2022). MSC: 91G70 35R60 60G60 PDFBibTeX XMLCite \textit{O. G. Ernst} et al., SIAM/ASA J. Uncertain. Quantif. 10, 915--948 (2022; Zbl 1498.91503) Full Text: DOI arXiv
Smyl, Danny; Chen, Liang; Lai, Li; Liu, Dong Non-cooperative finite element games. (English) Zbl 1467.91007 Appl. Numer. Math. 167, 273-280 (2021). MSC: 91A10 91A05 91A80 74S05 PDFBibTeX XMLCite \textit{D. Smyl} et al., Appl. Numer. Math. 167, 273--280 (2021; Zbl 1467.91007) Full Text: DOI
Burkovska, O.; Haasdonk, B.; Salomon, J.; Wohlmuth, B. Reduced basis methods for pricing options with the Black-Scholes and Heston models. (English) Zbl 1335.91099 SIAM J. Financ. Math. 6, 685-712 (2015). MSC: 91G60 65K15 65M60 65M15 35K85 35Q91 91G20 PDFBibTeX XMLCite \textit{O. Burkovska} et al., SIAM J. Financ. Math. 6, 685--712 (2015; Zbl 1335.91099) Full Text: DOI arXiv
Bissell, J. J.; Caiado, C. C. S.; Goldstein, M.; Straughan, B. Compartmental modelling of social dynamics with generalised peer incidence. (English) Zbl 1416.91325 Math. Models Methods Appl. Sci. 24, No. 4, 719-750 (2014). MSC: 91D99 34D20 60H10 91C99 PDFBibTeX XMLCite \textit{J. J. Bissell} et al., Math. Models Methods Appl. Sci. 24, No. 4, 719--750 (2014; Zbl 1416.91325) Full Text: DOI
Bellomo, N.; Knopoff, D.; Soler, J. On the difficult interplay between life, “complexity”, and mathematical sciences. (English) Zbl 1315.35137 Math. Models Methods Appl. Sci. 23, No. 10, 1861-1913 (2013). Reviewer: Michele Gianfelice (Rende) MSC: 35Q20 91A15 92D15 92D30 PDFBibTeX XMLCite \textit{N. Bellomo} et al., Math. Models Methods Appl. Sci. 23, No. 10, 1861--1913 (2013; Zbl 1315.35137) Full Text: DOI
Nochetto, Ricardo H.; von Petersdorff, Tobias; Zhang, Chen-Song A posteriori error analysis for a class of integral equations and variational inequalities. (English) Zbl 1202.65085 Numer. Math. 116, No. 3, 519-552 (2010). Reviewer: Jan Lovíšek (Bratislava) MSC: 65K15 65R20 91G10 91G60 65N38 45P05 65R30 35K15 65M15 PDFBibTeX XMLCite \textit{R. H. Nochetto} et al., Numer. Math. 116, No. 3, 519--552 (2010; Zbl 1202.65085) Full Text: DOI
Scrimali, Laura A variational inequality formulation of the environmental pollution control problem. (English) Zbl 1188.91130 Optim. Lett. 4, No. 2, 259-274 (2010). MSC: 91B76 90C33 PDFBibTeX XMLCite \textit{L. Scrimali}, Optim. Lett. 4, No. 2, 259--274 (2010; Zbl 1188.91130) Full Text: DOI
Muthuraman, Kumar A moving boundary approach to American option pricing. (English) Zbl 1181.91300 J. Econ. Dyn. Control 32, No. 11, 3520-3537 (2008). MSC: 91G10 91G80 91G60 PDFBibTeX XMLCite \textit{K. Muthuraman}, J. Econ. Dyn. Control 32, No. 11, 3520--3537 (2008; Zbl 1181.91300) Full Text: DOI
Foufas, Georgios; Larson, Mats G. Valuing Asian options using the finite element method and duality techniques. (English) Zbl 1153.91019 J. Comput. Appl. Math. 222, No. 1, 144-158 (2008). MSC: 91G20 91G60 65M15 65M50 65M60 PDFBibTeX XMLCite \textit{G. Foufas} and \textit{M. G. Larson}, J. Comput. Appl. Math. 222, No. 1, 144--158 (2008; Zbl 1153.91019) Full Text: DOI
Muthuraman, Kumar A computational scheme for optimal investment - consumption with proportional transaction costs. (English) Zbl 1201.91189 J. Econ. Dyn. Control 31, No. 4, 1132-1159 (2007). MSC: 91G10 93E20 91G60 PDFBibTeX XMLCite \textit{K. Muthuraman}, J. Econ. Dyn. Control 31, No. 4, 1132--1159 (2007; Zbl 1201.91189) Full Text: DOI
Shen, Shih-yu; Wang, Andrew Minglong On stop-loss strategies for stock investments. (English) Zbl 1048.91069 Appl. Math. Comput. 119, No. 2-3, 317-337 (2001). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B28 PDFBibTeX XMLCite \textit{S.-y. Shen} and \textit{A. M. Wang}, Appl. Math. Comput. 119, No. 2--3, 317--337 (2001; Zbl 1048.91069) Full Text: DOI