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Analytical Approximations of Whispering gallery Modes in Anisotropic Ellipsoidal Resonators
Analytical Approximations Whispering gallery Modes Anisotropic Ellipsoidal Resonators Optics
2011/8/4
Abstract: Numerical evolutions of whispering gallery modes of both isotropic and anisotropic spheroidal resonators are presented and used to build analytical approximations of these modes. Such approx...
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
Comparison of numerical and analytical approximations early exercise boundary American put option
2010/10/18
In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American pu...
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
option pricing American put option early exercise bound-ary limiting behavior close to expiry
2010/4/27
In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American put...