A Finite-Difference Approach
From basic to exotic options, this volume describes accurate and efficient numerical solutions to the options pricing problem. It presents state-of-the-art developments in option pricing along with discretisation techniques, numerical algorithms, distributed algorithms, and practical applications...
To Be Published October 14th 2014 by Chapman and Hall/CRC
Classical and Quantum Perspectives
Although the particle swarm optimisation (PSO) algorithm requires relatively few parameters and is computationally simple and easy to implement, it is not a globally convergent algorithm. In Particle Swarm Optimisation: Classical and Quantum Perspectives, the authors introduce their concept of...
Published December 18th 2011 by CRC Press
Compared to the traditional modeling of computational fluid dynamics, direct numerical simulation (DNS) and large-eddy simulation (LES) provide a very detailed solution of the flow field by offering enhanced capability in predicting the unsteady features of the flow field. In many cases, DNS can...
Published June 18th 2009 by CRC Press
Image recognition has become an increasingly dynamic field with new and emerging civil and military applications in security, exploration, and robotics. Written by experts in fractal-based image and video compression, A Concise Introduction to Image Processing using C++ strengthens your knowledge...
Published November 19th 2008 by Chapman and Hall/CRC