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Ikusi guztiakAn ETD method for multi-asset American option pricing under jump-diffusion model
Company, R.; Egorova, V.; Jódar, L. (2023-01-01)
In this paper, we propose a numerical method for American multi-asset options under jump-diffusion model based on the combination of the exponential time differencing (ETD) technique for the differential operator and Gauss–H...
Fire-spotting modelling in operational wildfire simulators based on Cellular Automata: A comparison study
López-De-Castro, M; Trucchia, A.; Morra di Cella, U; Fiorucci, P; Cardillo, A; Pagnini, G. (2023-01-01)
One crucial mechanism in the spread of wildfires is the so-called fire-spotting: a random phenomenon that occurs when embers are transported over large distances. Fire-spotting speeds up the rate of spread and starts new ign...
On an adaptive stabilized mixed finite element method for the Oseen problem with mixed boundary conditions
Barrios, T.P.; Cascón, J.M.; Gonzalez, M. (2023-01-01)
We consider the Oseen problem with nonhomogeneous Dirichlet boundary conditions on a part of the boundary and a Neumann type boundary condition on the remaining part. Suitable least squares terms that arise from the constitu...
Global sensitivity analysis of fuel-type-dependent input variables of a simplified physical fire spread model
Asensio, M.I.; Santos, M.T.; Álvarez, D.; Ferragut, L. (2023-01-01)
A new global sensitivity analysis has been conducted of fuel-type-dependent input variables of the simplified physical fire spread model (PhyFire) to understand how the use of spatial averages, that is, fuel models, influenc...