Search Results

The Valuation of American Options with Stochastic Stopping Time Constraints

Authors: Egloff, Daniel; Leippold, Markus

Source: Applied Mathematical Finance, Volume 16, Number 3, 2009 , pp. 287-305(19)

Publisher: Routledge, part of the Taylor & Francis Group

Eigenvalue Asymptotics in a Twisted Waveguide

Authors: Briet, Philippe; Kovarik, Hynek; Raikov, Georgi; Soccorsi, Eric

Source: Communications in Partial Differential Equations, Volume 34, Number 8, August 2009 , pp. 818-836(19)

Publisher: Taylor and Francis Ltd

Dynamics of Dislocation Densities in a Bounded Channel. Part II: Existence of Weak Solutions to a Singular Hamilton-Jacobi/Parabolic Strongly Coupled System

Authors: Ibrahim, H.; Jazar, M.; Monneau, R.

Source: Communications in Partial Differential Equations, Volume 34, Number 8, August 2009 , pp. 889-917(29)

Publisher: Taylor and Francis Ltd

The Local Calderon Problem and the Determination at the Boundary of the Conductivity

Authors: Alessandrini, Giovanni; Gaburro, Romina

Source: Communications in Partial Differential Equations, Volume 34, Number 8, August 2009 , pp. 918-936(19)

Publisher: Taylor and Francis Ltd

Lauricella and Humbert functions through probabilistic tools

Authors: Chamayou, Jean-Francois; Wesołowski, Jacek

Source: Integral Transforms and Special Functions, Volume 20, Number 7, July 2009 , pp. 529-538(10)

Publisher: Taylor and Francis Ltd

On the strong Kotz approximation of Dirichlet random vectors

Authors: Hashorva, Enkelejd; Kotz, Samuel

Source: Statistics, Volume 43, Number 4, August 2009 , pp. 393-408(16)

Publisher: Taylor and Francis Ltd

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

Authors: Steinbach, O.; Unger, G.

Source: Numerische Mathematik, Volume 113, Number 2, August 2009 , pp. 281-298(18)

Publisher: Springer

Infinitely many solutions for a class of discrete non-linear boundary value problems

Authors: Bonanno, Gabriele; Candito, Pasquale

Source: Applicable Analysis, Volume 88, Number 4, April 2009 , pp. 605-616(12)

Publisher: Taylor and Francis Ltd

Regularity of viscous compressible real heat conductive gas with density-dependent viscosity in one dimension

Authors: Ma, Lijun; Qin, Xulong; Yao, Zheng-an

Source: Applicable Analysis, Volume 88, Number 3, March 2009 , pp. 393-417(25)

Publisher: Taylor and Francis Ltd

Bayesian Nonparametric Nonproportional Hazards Survival Modeling

Authors: De Iorio, Maria; Johnson, Wesley O.; Müller, Peter; Rosner, Gary L.

Source: Biometrics, Volume 65, Number 3, September 2009 , pp. 762-771(10)

Publisher: Blackwell Publishing

Bayesian Hierarchical Functional Data Analysis Via Contaminated Informative Priors

Authors: Scarpa, Bruno; Dunson, David B.

Source: Biometrics, Volume 65, Number 3, September 2009 , pp. 772-780(9)

Publisher: Blackwell Publishing

Influence of inlet boundary conditions on the local haemodynamics of intracranial aneurysms

Authors: Marzo, Alberto; Singh, Pankaj; Reymond, Philippe; Stergiopulos, Nikos; Patel, Umang; Hose, Rodney

Source: Computer Methods in Biomechanics and Biomedical Engineering, Volume 12, Number 4, August 2009 , pp. 431-444(14)

Publisher: Taylor and Francis Ltd

A practical cross-section for scattering from rough surfaces at very low grazing angles in both the forward and backward directions

Authors: Broschat, Shira; Wang, Yanqiu

Source: Waves in Random and Complex Media, Volume 19, Number 3, August 2009 , pp. 430-454(25)

Publisher: Taylor and Francis Ltd

Equations for the description of wave scattering by multi-valued random surfaces

Author: Tatarskii, Valerian

Source: Waves in Random and Complex Media, Volume 19, Number 3, August 2009 , pp. 480-500(21)

Publisher: Taylor and Francis Ltd

Nonparametric Bayes local partition models for random effects

Author: Dunson, David B.

Source: Biometrika, Volume 96, Number 2, June 2009 , pp. 249-262(14)

Publisher: Oxford University Press

Double barrier option under regime-switching exponential mean-reverting process

Authors: Eloe, P.; Liu, R. H.; Sun, J. Y.

Source: International Journal of Computer Mathematics, Volume 86, Number 6, June 2009 , pp. 964-981(18)

Publisher: Taylor and Francis Ltd

On representing second-order uncertainty in multi-state systems via moments of mixtures of Dirichlet distributions

Authors: Izraelevitz, David; Martz, Harry; Leishman, Deborah; Gibson, William

Source: Journal of Statistical Computation and Simulation, Volume 79, Number 7, July 2009 , pp. 869-880(12)

Publisher: Taylor and Francis Ltd

Hybrid Dirichlet mixture models for functional data

Authors: Petrone, Sonia; Guindani, Michele; Gelfand, Alan E.

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 71, Number 4, September 2009 , pp. 755-782(28)

Publisher: Blackwell Publishing

Bayesian confidence interval for difference of the proportions in a 2×2 table with structural zero

Authors: Shi, Lei; Sun, Hongyuan; Bai, Peng

Source: Journal of Applied Statistics, Volume 36, Number 5, May 2009 , pp. 483-494(12)

Publisher: Routledge, part of the Taylor & Francis Group

Asymptotic analysis to blow-up points for the porous medium equation with a weighted non-local source

Authors: Zhou, Jun; Mu, Chunlai

Source: Applicable Analysis, Volume 88, Number 1, January 2009 , pp. 111-120(10)

Publisher: Taylor and Francis Ltd