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Kahl
Results: 156

#	Item
131	ADAPTIVE REDUCTION-BASED MULTIGRID FOR NEARLY SINGULAR AND HIGHLY DISORDERED PHYSICAL SYSTEMS J. BRANNICK, A. FROMMER, K. KAHL, S. MACLACHLAN, AND L. ZIKATANOV Abstract. Classical multigrid solution of linear systems wit Add to Reading List Source URL: neumann.math.tufts.edu Language: English - Date: 2009-10-07 10:51:03 Numerical linear algebra Partial differential equations Multigrid method Wavelets Linear algebra Relaxation Coarse space Eigenvalues and eigenvectors Preconditioner Mathematics Algebra Numerical analysis
132	Choose from: Weeknight games (week of September 15 - week of March 26) or Sunday games (September 21 - March 15) Add to Reading List Source URL: www.wavehockey.ca Language: English - Date: 2014-06-27 07:55:41 Sportsworld Kahl Television in Australia
133	Thede Kahl, DOES THE AROMANIAN HAVE A CHANCE OF SURVIVAL? Thede Kahl, Vienna DOES THE AROMANIAN HAVE A CHANCE OF SURVIVAL? SOME THOUGHTS ABOUT THE LOSS Add to Reading List Source URL: dokumenta.scd-lunjina.org Language: English - Date: 2009-07-30 02:11:10 Ethnic groups in Romania Ethnic groups in Europe Ethnic groups in Greece Aromanians Aromanian language Megleno-Romanian language Romanian language Daco-Romanian Romanians Europe Eastern Romance languages Languages of Romania
134	Not-so-complex logarithms in the Heston model Christian Kahl∗ Peter J¨ackel† First version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:28
135	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:37 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
136	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:12:05 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
137	Positive semi-definite correlation matrix completion Peter J¨ackel∗ Christian Kahl† First version: 6th May 2009 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:31 Covariance and correlation Cholesky decomposition Operator theory Correlation and dependence Symmetric matrix Mathematical analysis Mathematics Numerical linear algebra Matrices
138	Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:58 Financial economics Mathematical sciences Options Stochastic differential equations Differential equations Ornstein–Uhlenbeck process Stochastic volatility Volatility Euler–Maruyama method Statistics Mathematical finance Stochastic processes
139	Arvid Kahl Dresden, Germany • [removed] • www.arvidkahl.de / @arvidkahldev • My Career Profile on StackOverflow • +[removed] Add to Reading List Source URL: www.arvidkahl.de Language: English - Date: 2012-11-11 19:53:43 Fictionwise Play Framework Software Computing Dresden
140	Joachim Kahl Mai 2008 Weder Gotteswahn noch Atheismuswahn Eine Kritik des „neuen Atheismus“ aus der Sicht Add to Reading List Source URL: www.religiosophie.de Language: German - Date: 2012-10-21 07:35:21

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