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eCommons@Cornell >
Browsing by Author Verma, Arun
Showing results 2 to 15 of 15
| Preview | Issue Date | Title | Author(s) | | 23-Jan-2003 | Dynamic Hedging in a Volatile Market | Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun |
| 23-Jan-2003 | Dynamic Hedging with a Deterministic Local Volatility Function Model | Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun |
| 23-Jan-2003 | Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic Differentiation | Coleman, Thomas F.; Santosa, Fadil; Verma, Arun |
| 22-Jan-2003 | Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic Differentiation | Coleman, Thomas F.; Santosa, Fadil; Verma, Arun |
| Nov-1995 | The efficient computation of sparse Jacobian matrices using automaticdifferentiation | Coleman, Thomas F.; Verma, Arun |
| Dec-1995 | The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation | Coleman, Thomas F.; Verma, Arun |
| 23-Jan-2003 | A Newton Method for American Option Pricing | Coleman, Thomas F.; Li, Yuying; Verma, Arun |
| Aug-1996 | On the Efficient Methods to Solve ODEs and BVPs Using Automatic Differentiation | Verma, Arun |
| 28-Jan-2003 | A Preconditioned Conjugate Gradient Approach to Linear Equality | Coleman, Thomas F.; Verma, Arun |
| 23-Jan-2003 | A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization | Coleman, Thomas F.; Verma, Arun |
| 23-Jan-2003 | Reconstructing the Unknown Local Volatility Function | Coleman, Thomas F.; Li, Yuying; Verma, Arun |
| Sep-1998 | Reconstructing the unknown volatility function | Coleman, Thomas F; Li, Yuying; Verma, Arun |
| Aug-1996 | Structure and Efficient Hessian Calculation | Coleman, Thomas F.; Verma, Arun |
| Mar-1996 | Structure and Efficient Jacobian Calculation | Coleman, Thomas F.; Verma, Arun |
Showing results 2 to 15 of 15
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