The Bjerksund-Stensland model is a key method for pricing American options. It helps investors determine optimal times for exercising options with dividends considered.

Abstract: This article proposes a novel analytical steady-state thermal simulation framework considering anisotropic thermal conductivity for 3-D integrated circuits (3D-ICs) that combine an adaptive ...

Let $P(m, X, N)$ be an $m$-degree polynomial in $X\in\mathbb{R}$ having fixed non-negative integers $m$ and $N$. Essentially, the polynomial $P(m, X, N)$ is a result ...

ABSTRACT: In this paper, the full-discrete approximation scheme of the lumped mass nonconforming finite element method for BBM equation is discussed. Without the ...

ABSTRACT: The computation of the multivariate normal integral over a Complex Subspace is a challenge, especially when the inte-gration region is of a complex nature. Such integrals are met with, for ...