English
Related papers

Related papers: Implied Volatility Surface: Construction Methodolo…

200 papers

The authors argue for the hypothesis that interactive feedbacks involving surface enthalpy fluxes are important to the dynamics of tropical intraseasonal variability. These include cloud-radiative feedbacks as well as surface turbulent flux…

Atmospheric and Oceanic Physics · Physics 2008-05-13 Adam H. Sobel , Eric D. Maloney , Gilles Bellon , Dargan M. Frierson

Nanoscale design of surfaces and interfaces is essential for modern technologies like organic LEDs, batteries, fuel cells, superlubricating surfaces, and heterogeneous catalysis. However, these systems often exhibit complex surface…

Materials Science · Physics 2025-07-08 Lukas Hörmann , Wojciech G. Stark , Reinhard J. Maurer

Reconfigurable intelligent surface (RIS) is an emerging technology for wireless communications. In this paper, extensive system level simulations are conducted for analyzing the performance of multi-RIS and multi-base-station (BS)…

Information Theory · Computer Science 2025-02-11 Yifei Yuan , Yuhong Huang , Xin Su , Boyang Duan , Nan Hu , Marco Di Renzo

We consider surface finite elements and a semi-implicit time stepping scheme to simulate fluid deformable surfaces. Such surfaces are modeled by incompressible surface Navier-Stokes equations with bending forces. Here, we consider closed…

Numerical Analysis · Mathematics 2023-05-03 Veit Krause , Axel Voigt

The developable surface is an important surface in computer aided design, geometric modeling and industrial manufactory. It is often given in the stan- dard parametric form, but it can also be in the implicit form which is commonly used in…

Symbolic Computation · Computer Science 2013-05-14 Sonia Perez-Diaz , Li-Yong Shen

Direct Numerical Simulations of two superposed fluids in a channel with a textured surface on the lower wall have been carried out. A parametric study varying the viscosity ratio between the two fluids has been performed to mimic both {\bf…

Fluid Dynamics · Physics 2019-05-22 I. Arenas , E. Garcia , M. K. Fu , P. Orlandi , M. Hultmark , S. Leonardi

In this paper, we analyze the smoothness and stability of hidden variable recurrent fractal interpolation functions (HVRFIF) with function contractivity factors introduced in Ref. 1. The HVRFIF is a hidden variable fractal interpolation…

Dynamical Systems · Mathematics 2019-04-29 Mi-Kyong Ri , Chol-Hui Yun

Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods for fitting and conducting inference on stochastic volatility…

Methodology · Statistics 2025-01-28 Gehui Zhang , Gong Tang , Lori Scott , Robert T Krafty

The isometric embedding of surfaces in three-dimensional space is fundamental to various physical systems, from elastic sheets to programmable materials. While continuous surfaces typically admit unique solutions under suitable boundary…

Disordered Systems and Neural Networks · Physics 2025-05-13 Kyungeun Kim , Christian D. Santangelo

This paper presents a novel variational formulation to simulate linear free-surface flow. The variational formulation is suitable for higher-order finite elements and higher-order and higher-continuity shape functions as employed in…

Numerical Analysis · Mathematics 2020-03-12 I. Akkerman , J. H. A. Meijer , M. ten Eikelder

Neural implicit functions have emerged as a powerful representation for surfaces in 3D. Such a function can encode a high quality surface with intricate details into the parameters of a deep neural network. However, optimizing for the…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 Wang Yifan , Shihao Wu , Cengiz Oztireli , Olga Sorkine-Hornung

The Iterated Function System(IFS) used in the construction of Coalescence Hidden-variable Fractal Interpolation Function depends on the interpolation data. In this note, the effect of insertion of data on the related IFS and the Coalescence…

Dynamical Systems · Mathematics 2012-06-12 Srijanani Anurag Prasad

Models for fluid deformable surfaces provide valid theories to describe the dynamics of thin fluidic sheets of soft materials. To use such models in morphogenesis and development requires to incorporate active forces. We consider active…

Mathematical Physics · Physics 2024-08-20 Maik Porrmann , Axel Voigt

Geometry constitutes a core set of intuitions present in all humans, regardless of their language or schooling [1]. Could brain's built in machinery for processing geometric information take part in uncertainty representation? For decades…

Pricing of Securities · Quantitative Finance 2022-09-12 Felix Polyakov

We consider the governing equations for the motion of the inviscid fluids in two moving domains and an evolving surface from an energetic point of view. We employ our energetic variational approaches to derive inviscid multiphase flow…

Mathematical Physics · Physics 2024-01-10 Hajime Koba

The paper studies estimation of parameters of diffusion market models from historical data. The standard definition of implied volatility for these models presents its value as an implicit function of several parameters, including the…

Pricing of Securities · Quantitative Finance 2013-04-23 Nikolai Dokuchaev

Enchanting ripple pattern exist on interface, and manifest them self in it's fluctuation profile as well. These ripples apparently flow as the interface struck with inhomogeneous externally driven field interface, moves fluctuating about it…

Statistical Mechanics · Physics 2016-02-26 Manish K. Sahai

We propose a fully data-driven approach to calibrate local stochastic volatility (LSV) models, circumventing in particular the ad hoc interpolation of the volatility surface. To achieve this, we parametrize the leverage function by a family…

Computational Finance · Quantitative Finance 2020-09-30 Christa Cuchiero , Wahid Khosrawi , Josef Teichmann

Iterated function systems (IFS) can be a surprisingly useful tool for studying structure in data. Here we present results stemming from a 2013 computational study by the author using IFS. The results include fractal patterns that reveal…

Number Theory · Mathematics 2017-01-04 Harlan J. Brothers

The paper presents numerical methods for unsteady flows of a viscous incompressible fluid in internal domains with many inlet/outlet sections. The novel variants of dissipative boundary conditions augmented by the inertia terms are used at…

Computational Physics · Physics 2019-12-10 Jacek Szumbarski
‹ Prev 1 8 9 10 Next ›