Journal: Mathematics and Computers in Simulation

Volume 79, Issue 8

2291 -- 2292Michael J. Wester, Stanly L. Steinberg, Eugenio Roanes-Lozano. Foreword to the special issue on Nonstandard applications of computer algebra
2293 -- 2301Tatiana Mylläri. Joint distribution of the number of vertices with given different outdegrees in Galton-Watson forest
2302 -- 2309Nikolaj Popov, Tudor Jebelean. Using Computer Algebra techniques for the specification, verification and synthesis of recursive programs
2310 -- 2316Robert Vajda, Tudor Jebelean, Bruno Buchberger. Combining logical and algebraic techniques for natural style proving in elementary analysis
2317 -- 2332Eugenio Roanes-Lozano, Luis M. Laita, Eugenio Roanes-Macías, Michael J. Wester, José Luis Ruiz-Lozano, Carlos Roncero. Evolution of railway network flexibility: The Spanish broad gauge case
2333 -- 0Francesca Pistella, Rosa Maria Spitaleri. Applied Scientific Computing VI: Numerical Grid Generation, Approximation and Visualization
2334 -- 2344Maria Mercede Cerimele, Rossella Cossu. A numerical modelling for the extraction of decay regions from color images of monuments
2345 -- 2360G. Dellino, Paolo Lino, C. Meloni, Alessandro Rizzo. Kriging metamodel management in the design optimization of a CNG injection system
2361 -- 2372Nadaniela Egidi, Pierluigi Maponi. The efficient solution of direct medium problems by using translation techniques
2373 -- 2384Jong-Eun Kim, Vinay N. Rao, Roy P. Koomullil, Douglas H. Ross, Bharat K. Soni, Alan M. Shih. Development of an efficient aerodynamic shape optimization framework
2385 -- 2402S. S. Makhanov. Space-filling curves in adaptive curvilinear coordinates for computer numerically controlled five-axis machining
2403 -- 2428Gianmarco Manzini. A second-order TVD implicit-explicit finite volume method for time-dependent convection-reaction equations
2429 -- 2443E. Pellegrino, E. Santi. Near best refinable quasi-interpolants
2444 -- 2457Angel Plaza, Alberto Márquez, Auxiliadora Moreno-González, José P. Suárez. Local refinement based on the 7-triangle longest-edge partition
2458 -- 2475Annupan Rodtook, Stanislav S. Makhanov. Selection of multiresolution rotationally invariant moments for image recognition
2476 -- 2489A. Shklyar, A. Arbel. Accelerated convergence of the numerical simulation of incompressible flow in general curvilinear co-ordinates by discretizations on overset grids
2490 -- 2505Katarina Surla, Zorica Uzelac, Ljiljana Teofanov. The discrete minimum principle for quadratic spline discretization of a singularly perturbed problem
2506 -- 2520Vianey Villamizar, Sebastian Acosta. Generation of smooth grids with line control for scattering from multiple obstacles
2521 -- 2524David E. Allen, Jiti Gao, Michael McAleer. Modelling and managing financial risk: An overview
2525 -- 2534Lyn C. Thomas. Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
2535 -- 2555David Allen, Zdravetz Lazarov, Michael McAleer, M. Shelton Peiris. Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
2556 -- 2565Shuangzhe Liu, Heinz Neudecker. On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
2566 -- 2578Monica Billio, Massimiliano Caporin. A generalized Dynamic Conditional Correlation model for portfolio risk evaluation
2579 -- 2596Manabu Asai. Bayesian analysis of stochastic volatility models with mixture-of-normal distributions
2597 -- 2608Masahito Kobayashi. Testing for jumps in the stochastic volatility models
2609 -- 2624YiHao Lai, Cathy W. S. Chen, Richard Gerlach. Optimal dynamic hedging via copula-threshold-GARCH models
2625 -- 2632Kai-Pui Lam, H. S. Ng. Intra-daily information of range-based volatility for MEM-GARCH
2633 -- 2653Jie Zhu. Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach
2654 -- 2664Cathy W. S. Chen, Richard Gerlach, Nick Y. P. Cheng, Y. L. Yang. The impact of structural breaks on the integration of the ASEAN-5 stock markets