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Volume 9
Main
JSIAM Letters
Volume 9
JSIAM Letters
Volume 9
1
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals
Ishitani, Kensuke
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 131 KB
Your tags:
english, 2015
2
Improving the numerical stability of the Sakurai-Sugiura method for quadratic eigenvalue problems
Chen, Hongjia
,
Maeda, Yasuyuki
,
Imakura, Akira
,
Sakurai, Tetsuya
,
Tisseur, Francoise
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 146 KB
Your tags:
english, 2015
3
Chosen ciphertext attack on ZHFE
Hashimoto, Yasufumi
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 119 KB
Your tags:
english, 2015
4
Hamiltonian Monte Carlo with explicit, reversible, and volume-preserving adaptive step size control
Okudo, Michiko
,
Suzuki, Hideyuki
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 168 KB
Your tags:
english, 2015
5
Instability of a free boundary in a Hele-Shaw cell with sink/source and its parameter dependence
Tani, Hisasi
,
Yazaki, Shigetoshi
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 2.47 MB
Your tags:
english, 2015
6
Method of fundamental solutions with weighted average condition and dummy points
Sakakibara, Koya
,
Yazaki, Shigetoshi
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 231 KB
Your tags:
english, 2015
7
Error estimate with explicit constants for the trapezoidal formula combined with Muhammad-Mori's SE transformation for the semi-infinite interval
Okayama, Tomoaki
,
Machida, Koichi
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 125 KB
Your tags:
english, 2015
8
Quantitative credit risk monitoring using purchase order information
Yamanaka, Suguru
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 382 KB
Your tags:
english, 2015
9
Remarks on optimal strategies to utility maximizations in continuous time incomplete markets
Yoshida, Naohiro
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 116 KB
Your tags:
english, 2015
10
Application of mixed integer quadratic program to shortest vector problems
Kimura, Keiji
,
Waki, Hayato
,
Yasuda, Masaya
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 150 KB
Your tags:
english, 2015
11
Truncation error estimates of approximate differential operators of a particle method based on the Voronoi decomposition
Imoto, Yusuke
,
Tagami, Daisuke
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 189 KB
Your tags:
english, 2015
12
On integer network synthesis problem with tree-metric cost
Hirai, Hiroshi
,
Nitta, Masashi
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 121 KB
Your tags:
english, 2015
13
Efficient methods for computing integrals in electronic structure calculations
Kohashi, Hisashi
,
Sugita, Kosuke
,
Sugihara, Masaaki
,
Hoshi, Takeo
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 242 KB
Your tags:
english, 2015
14
One-stroke polynomials over a ring of modulo $2^w$
Iwasaki, Atsushi
,
Umeno, Ken
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 124 KB
Your tags:
english, 2015
15
Constructing of constraint preserving scheme for Einstein equations
Tsuchiya, Takuya
,
Yoneda, Gen
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 122 KB
Your tags:
english, 2015
16
Probabilistic analysis of an estimator for the Frobenius norm of a matrix product
Yamamoto, Yusaku
,
Kudo, Shuhei
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 160 KB
Your tags:
english, 2015
17
Automatic mapping operator construction for subspace correction method to solve a series of linear systems
Iwashita, Takeshi
,
Kawaguchi, Shigeru
,
Mifune, Takeshi
,
Matsuo, Tetsuji
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 136 KB
Your tags:
english, 2015
18
On the compactness of a nonlinear operator related to stream function-vorticity formulation for the Navier-Stokes equations
Watanabe, Yoshitaka
,
Nakao, Mitsuhiro T.
,
Nagatou, Kaori
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 112 KB
Your tags:
english, 2015
19
Constructing an efficient hash function from $3$-isogenies
Tachibana, Hikari
,
Takashima, Katsuyuki
,
Takagi, Tsuyoshi
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 142 KB
Your tags:
english, 2015
20
Contacting crack faces within the context of bodies exhibiting limiting strains
Itou, Hiromichi
,
Kovtunenko, Victor A.
,
Rajagopal, Kumbakonam R.
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 124 KB
Your tags:
english, 2015
21
Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model
Yamamura, Kazuya
,
Yasuda, Kazuhiro
Journal:
JSIAM Letters
Year:
2015
Language:
english
File:
PDF, 139 KB
Your tags:
english, 2015
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