SIAM Journal on Numerical Analysis, Vol. 46, No. 5 (2008), pp. 2411-2442 (32 pages) This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial ...

Option pricing and stochastic control methods constitute a vital intersection of quantitative finance and applied mathematics, offering robust frameworks for evaluating derivative securities and ...

Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

Containerized liner trades have been growing steadily since the globalization of world economies intensified in the early 1990s. However, these trades are typically imbalanced in terms of the numbers ...

The whole picture of Mathematical Modeling is systematically and thoroughly explained in this text for undergraduate and graduate students of mathematics, engineering, economics, finance, biology, ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics and BSc in Statistics with Finance. This course is not available ...

Scientists have developed a new optimization approach that combines both day-ahead optimization and real-time optimization to improve operations of PV-driven EV charging stations. The framework is ...