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Huang, Cai (author), Wang, Yilin (author), Zhang, Xudong (author), Seminario Thulin, Andres (author), van Driel, Iris (author), Liu, Danyan (author), Droge, Jean Pierre (author)
The coastal landscape of South Florida faces many challenges connected to climate change and urbanization. Sea level rise, loss of ecosystems, land subsidence, aquifer depletion are some of the issues that need serious attention. Landscape Approach Florida is showcasing results of a Landscape Architecture Design Lab where seven MSc-graduates...
report 2019
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Zhang, B. (author), Van der Weide, J.A.M. (author), Oosterlee, C.W. (author)
In this article, we propose an efficient pricing method for Asian options with early–exercise features. It is based on a two–dimensional integration and a backward recursion of the Fourier coefficients, in which several numerical techniques, like Fourier cosine expansions, Clenshaw–Curtis quadrature and the Fast Fourier transform (FFT) are...
report 2012
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Zhang, B. (author), Oosterlee, C.W. (author)
We propose an efficient pricing method for arithmetic, and geometric, Asian options under Levy processes, based on Fourier cosine expansions and Clenshaw–Curtis quadrature. The pricing method is developed for both European–style and American–style Asian options, and for discretely and continuously monitored versions. In the present paper we...
report 2011
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Zhang, B. (author), Grzelak, L.A. (author), Oosterlee, C.W. (author)
We analyze the efficiency properties of a numerical pricing method based on Fourier-cosine expansions for early-exercise options. We focus on variants of Schwartz’ model [20] based on a mean reverting Ornstein-Uhlenbeck process [23], which is commonly used for modeling commodity prices. This process however does not possess favorable properties...
report 2010
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Zhang, B. (author), Oosterlee, C.W. (author)
The acceleration of an option pricing technique based on Fourier cosine expansions on the Graphics Processing Unit (GPU) is reported. European options, in particular with multiple strikes, and Bermudan options will be discussed. The influence of the number of terms in the Fourier cosine series expansion, the number of strikes, as well as the...
report 2010
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Zhang, B. (author), Oosterlee, C.W. (author)
Swing options give contract holders the right to modify amounts of future delivery of certain commodities, such as electricity or gas. In this paper, we assume that these options can be exercised at any time before the end of the contract, and more than once. However, a recovery time between any two consecutive exercise dates is incorporated as...
report 2010
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Wang, X.W. (author), Gao, F.L. (author), Zhang, X.M. (author), Ruan, B.Q. (author)
Water resources contribute greatly to human well being, both directly and indirectly. Water resources are irreplaceable natural resources, and are limited. However, due to a growing population and related economic development, the water demand from urban, industry and agriculture has increased dramatically. Water shortage has become one of the...
report 2002
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Zhang, C.K. (author)
Data analysis of Delta flume observations and calculationsThe objective of the present study is to analyse the measurement data of profiles and velocity moments, to derive the measured cross-shore sediment transport rates from the profile records and to compare the observed transport rates with the results from several existing prediction models...
report 1994
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Zhang, C. (author)
In the last decade, several mathematical models for cross-shore sediment transport have been developed under the assumption that the instantaneous sediment transport is directly related to the instantaneous horizontal velocity just above the boundary layer. Although some models took beach slopes into account, most of the calibrated data were...
report 1994
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Zhang, G.Q. (author), Baruch, M. (author), Arbocz, J. (author)
report 1992
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Baruch, M. (author), Arbocz, J. (author), Zhang, G.Q. (author)
report 1992
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Zhang, G.Q. (author)
report 1992
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Baruch, M. (author), Arbocz, J. (author), Zhang, G.Q. (author)
report 1992
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Zhang, Daohua-H. (author)
report 1990
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Zhang, G.Q. (author)
report 1989
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Zhang, G.Q. (author)
report 1989
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Zhang, G.Q. (author)
report 1989
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Zhang, D.L. (author), Glass, I.I. (author)
report 1988
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Zhang, K.Y. (author), Gottlieb, J.J. (author)
report 1986
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Gottlieb, J.J. (author), Saito, T. (author), Zhang, K.Y. (author)
report 1985
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