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Listar por palabra clave "Non-linear model"

Mostrando ítems 1-5 de 5

A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets

Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; Pintos Taronger, José Ramón (Elsevier, 2012-06)

Markets liquidity is an issue of very high concern in financial risk management. In a perfect liquid market the option pricing model becomes the well-known linear Black-Scholes problem. Nonlinear models appear when transaction ...
Desarrollo e implementación del sistema de control industrial de un biorreactor para la producción de etanol

Pérez Gutiérrez, Daniel (Universitat Politècnica de València, 2023-10-02)

[ES] El presente trabajo se enfoca en el desarrollo e implementación de un sistema de control industrial para el control de un biorreactor destinado a la producción de etanol. Dado el nivel de complejidad del proceso, se ...
Nonlinear thermodynamic approach to analyze long time osmotic dehydration of parenchymatic apple tissue

Castro Giráldez, Marta; Fito Suñer, Pedro José; Fito Maupoey, Pedro (Elsevier, 2011-01)

[EN] Osmotic dehydration experiments of Granny Smith apple were carried out in order to model the operation by using a nonlinear irreversible thermodynamic approach Samples were immersed into 65% (w/w) sucrose aqueous ...
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; Pintos Taronger, José Ramón (ElsevierPergamon, 2011)

[EN] This paper deals with the numerical analysis and computing of a nonlinear model of option pricing appearing in illiquid markets with observable parameters for derivatives. A consistent monotone finite difference scheme ...
Stability analysis of polynomial fuzzy models via polynomial fuzzy Lyapunov functions

Bernal Reza, Miguel Ángel; Sala, Antonio; Jaadari, Abdelhafidh; Guerra, Thierry-Marie (Elsevier, 2011-12-15)

In this paper, the stability of continuous-time polynomial fuzzy models by means of a polynomial generalization of fuzzy Lyapunov functions is studied. Fuzzy Lyapunov functions have been fruitfully used in the literature ...