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ORCIDJSIAM Letters, Volume 9
Volume 9, 2017
- Kazuya Yamamura, Kazuhiro Yasuda
:
Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model. 1-4 - Atsushi Iwasaki, Ken Umeno:
One-stroke polynomials over a ring of modulo $2^w$. 5-8 - Yusaku Yamamoto, Shuhei Kudo:
Probabilistic analysis of an estimator for the Frobenius norm of a matrix product. 9-12 - Kensuke Ishitani:
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals. 13-16 - Hongjia Chen, Yasuyuki Maeda, Akira Imakura, Tetsuya Sakurai, Françoise Tisseur:
Improving the numerical stability of the Sakurai-Sugiura method for quadratic eigenvalue problems. 17-20 - Yasufumi Hashimoto:
Chosen ciphertext attack on ZHFE. 21-24 - Takeshi Iwashita, Shigeru Kawaguchi, Takeshi Mifune, Tetsuji Matsuo:
Automatic mapping operator construction for subspace correction method to solve a series of linear systems. 25-28 - Hikari Tachibana, Katsuyuki Takashima, Tsuyoshi Takagi:
Constructing an efficient hash function from $3$-isogenies. 29-32 - Michiko Okudo, Hideyuki Suzuki:
Hamiltonian Monte Carlo with explicit, reversible, and volume-preserving adaptive step size control. 33-36 - Hisasi Tani, Shigetoshi Yazaki:
Instability of a free boundary in a Hele-Shaw cell with sink/source and its parameter dependence. 37-40 - Koya Sakakibara, Shigetoshi Yazaki:
Method of fundamental solutions with weighted average condition and dummy points. 41-44 - Tomoaki Okayama, Koichi Machida:
Error estimate with explicit constants for the trapezoidal formula combined with Muhammad-Mori's SE transformation for the semi-infinite interval. 45-47 - Suguru Yamanaka:
Quantitative credit risk monitoring using purchase order information. 49-52 - Naohiro Yoshida:
Remarks on optimal strategies to utility maximizations in continuous time incomplete markets. 53-56 - Takuya Tsuchiya, Gen Yoneda:
Constructing of constraint preserving scheme for Einstein equations. 57-60 - Hiromichi Itou, Victor A. Kovtunenko, Kumbakonam R. Rajagopal:
Contacting crack faces within the context of bodies exhibiting limiting strains. 61-64 - Keiji Kimura, Hayato Waki, Masaya Yasuda:
Application of mixed integer quadratic program to shortest vector problems. 65-68 - Yusuke Imoto, Daisuke Tagami:
Truncation error estimates of approximate differential operators of a particle method based on the Voronoi decomposition. 69-72 - Hiroshi Hirai, Masashi Nitta:
On integer network synthesis problem with tree-metric cost. 73-76 - Yoshitaka Watanabe, Mitsuhiro T. Nakao, Kaori Nagatou:
On the compactness of a nonlinear operator related to stream function-vorticity formulation for the Navier-Stokes equations. 77-80 - Hisashi Kohashi, Kosuke Sugita, Masaaki Sugihara, Takeo Hoshi:
Efficient methods for computing integrals in electronic structure calculations. 81-84
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