An explicit weak solution for the 3/2 stochastic volatility model is obtained and used to develop a simulation algorithm option pricing purposes. The non-affine whose variance process inverse of CIR process. This property exploited here obtain an solution, similarly Kouritzin (2018). A based on this proposed tested via numerical examples. performance resulting comparable that other popular algo...

We discuss the cosmological simulation code GADGET-2, a new massively parallel TreeSPH code, capable of following a collisionless fluid with the N-body method, and an ideal gas by means of smoothed particle hydrodynamics (SPH). Our implementation of SPH manifestly conserves energy and entropy in regions free of dissipation, while allowing for fully adaptive smoothing lengths. Gravitational forc...

The new IEEE 802.21 standard specifies link layer intelligence and other related network information to upper layers in order to optimize handovers between networks of different types, such as WiMAX, Wi-Fi, and 3GPP. This paper makes a short description of 802.21 standard, how it is implemented in ns-2, and the signaling used in a handover between WiMAX and Wi-Fi. The paper also proposes a nove...

reliable estimates of runoff are required as a part of the information sets that help watershed managers make informed decisions on water resources planning and management. this study was carried out in shafaroud watershed located in the north of iran. in order to achieve the best runoff simulation in the study area, first rainfall data of four stations during 1998 to 2011 were collected and co...

The results shown in Table 4 were obtained from a Spice simulation considering all the parasitics extracted from the layout.

In this paper we provide further evidence and verify the existence of convolution relation between transient currents of gates of a sensitized path, power grid impulse responses and transient currents measured from chip power ports. Such a relation has important implications and applications in different aspects of current based testing and diagnosis techniques. We have also developed a new too...

abstract In this paper, we for the rst time present experimental evidence that the die surface can act as an RC interconnect, becoming an important factor in determining the voltage of a oating wire created by a CMOS open. We present a circuit model for this eeect veriied with HSPICE simulations. A detailed analysis of potential mechanisms behind this phenomenon is provided. We also present our...

This paper presents an improved model for SPICE-based simulation of thermoelectric structures which includes circuit elements for simulating thermoelectric Peltier and Thomson effects, and shows greatly improved accuracy over previous models where those are neglected. The complete thermoelectric model is verified by comparing with experimental results on temperature distributions of suspended a...