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 ...

[EN] Reducing mechanical losses in internal combustion engines has been a recurrent research topic over the past few decades. Despite mechanical losses are a key issue that should be carefully addressed to reduce fuel ...

In this paper, the multipactor RF breakdown in a parallel-plate waveguide partially filled with a ferrite slab magnetized normal to the metallic plates is studied. An external magnetic field is applied along the vertical ...

[EN] In order to detect deliberate or accidental contamination in drinking water distribution systems (DWDS), typically water quality sensors need to be installed in this system, and the data need to be analysed in order ...

[EN] This paper deals with the construction and computation of numerical solutions of a coupled mixed partial differential equation system arising in concrete carbonation problems. The moving boundary problem under study ...

[EN] A new front-fixing transformation is applied to the Black Scholes equation for the American call option pricing problem. The transformed non-linear problem involves homogeneous boundary conditions independent of the ...

[EN] The introduction of strut-and-tie models in fib Model Code 1990 as a design basis for discontinuity regions constituted a significant step toward promoting consistent design methods for reinforced concrete structures. ...

[ES] En el presente Trabajo Fin de Máster se ha implementado un modelo numérico, mediante el trabajo conjunto de los softwares Matlab y Abaqus. Dicho modelo se utilizará para realizar un estudio paramétrico de las ...

[EN] The present PhD thesis is focused on numerical analysis and computing of finite difference schemes for several relevant option pricing models that generalize the Black-Scholes model. A careful analysis of desirable ...

[EN] In the stock markets, the process of estimating a fair price for a stock, option or commodity is consider the corner stone for this trade. There are several attempts to obtain a suitable mathematical model in order ...