University of Calgary

Publications - 2011


 

A Comparison of Pricing Kernels for GARCH Option Pricing with Generalized Hyperbolic Distributions

Badescu, Alexandru, Elliott, Robert, Kulperger, Reg, Miettinen, Jarko and Siu, Tak Kuen
 

A computational method to estimate the unknown coefficient in a wave equation using boundary measurements

Liao, Wenyuan
 

A Fourth-Order Compact Finite Difference Scheme for Solving Unsteady Convection-Diffusion Equations

Liao, Wenyuan and Zhu, Jianping in Zhu, Jianping Computational simulations and Applications
 

Algorithms of Informatics, Vol. III

Khan, Muhammad Ali, A. Ivanyi and et al.

The third volume contains seven new chapters. Chapter 24 (The Branch and Bound Method) was written by Béla Vizvári (Eastern Mediterrean University), Chapter 25 (Comparison Based Ranking) by Antal Iványi (Eötvös Loránd University) and Shariefuddin Pirzada (University of Kashmir), Chapter 26 (Complexity of Words) by Zoltán Kása, (Sapientia Hungarian University of Transylvania) and Mira-Cristiana Anisiu (Tiberiu Popovici Institute of Numerical Mathematics), Chapter 27 (Conflict Situations) by Ferenc Szidarovszky (University of Arizona) and by László Domoszlai (Eötvös Loránd University), Chapter 28 (General Purpose Computing on Graphics Processing Units) by László Szirmay-Kalos and László Szécsi (both Budapest University of Technology and Economics), Chapter 29 (Perfect Arrays) by Antal Iványi (Eötvös Loránd University), and Chapter 30 by Shariefuddin Pirzada (University of Kashmir), Antal Iványi (Eötvös Loránd University) and Muhammad Ali Khan (King Fahd University).

 

An accurate and efficient algorithm for parameter estimation of 2D acoustic wave equation

Liao, Wenyuan
 

Analysis of foundation year mathematics curricula: comparing international trends with King Fahd University of Petroleum & Minerals

Khan, Muhammad Ali and B. Yushau
 

An application of signed graphs to software engineering

Khan, Muhammad Ali and S. Mahmood
 

An Empirical Analysis of the Relationship between Macroeconomic Variables and Stock Prices in Bangladesh

Afzal, Arfan Raheen and Hossain S. S.
 

Annihilator-small right ideals

Nicholson, W. Keith and Y. Zhou
 

Applications of the odd symplectic group in Hamiltonian systems

Bates, Larry and R. Cushman
 

Banach-valued holomorphic functions on the maximal ideal space of H^\infty

Brudnyi, Alex
 

Bayesian Inference for a Class of Start-Up Demonstration Tests with Rejection of Units Upon the Observation of d Failures

Scollnik, David
 

Bias in the Estimation of Exposure Effects with Individual-or Group-Based Exposure Assessment

Kim, Hyang Mi, Richardson, D, Loomis, D, van Tongeren, M and Burstyn, I
 

Bond Valuation Under Discrete and Continuous Time Regime-Switching Term-Structure Models

Elliott, Robert, Siu, Tak Kuen and Badescu, Alexandru
 

Cayley graphs of order 27p are Hamiltonian

Ghaderpour, Ebrahim and Morris, Dave Witte
 

Classical and nonclassical randomness in quantum measurements

Farenick, Douglas, Plosker, Sarah and Smith, Jerrod
 

Classification with discrete and continuous variables via general mixed-data models

de Leon, Alexander, Soo, A and Williamson, T
 

Classifying subcategories of finitely-generated modules over a Notherian ring

Wang, BinBin and Stanley, Donald
 

Clusterability of portfolio signed graphs

Khan, Muhammad Ali and S. Pirzada
 

Copula-based regression models for a bivariate mixed discrete and continuous outcome

de Leon, Alexander and Wu, Beilei
 

Decompositions into multipartite graphs, coloring and embeddings

Khan, Muhammad Ali and M. R. Alaimia
 

Differential Equations

Aggarwala, Ben
 

Dynamic Portfolio Selection Under Capital-at-Risk with No Short-Selling Constraints

Dmitrasinovic-Vidovic, Gordana, Lari Lavassani, Ali, Li, Xun and Ware, Antony
 

Efficient and accurate finite difference schemes for solving one-dimensional Burgers' equation

Liao, Wenyuan and Zhu, Jianping
 

Euler-Rabiniowitsch polynomials and class number problems revisited

Mollin, Richard and Srinivasan, Anitha
 

Factorization versus invertibility of matrix functions on compact abelian groups

Brudnyi, Alex, Rodman, Leiba and Spitkovsky, Ilya
 

Geometrization of Smooth Characters (Banff International Research Station, Research in Pairs)

Cunningham, Clifton, Achar, Pramod, Kamgarpour, Massoud, Roe, David and Salmasian, Hadi
 

Geometrization of Smooth Characters (Mathematisches Forschungsinstitut Oberwolfach)

Cunningham, Clifton and Achar, Pramod
 

GQL estimation in linear dynamic models for panel data

Sun, Bingrui (Cindy) and Brajendra C. Sutradhar
 

Ideal class groups and generalized Euler-Rabinowitsch polynomials

Mollin, Richard and Srinivasan, Anitha
 

Information-theoretic treatment of tripartite systems and quantum channels

Patrick J. Coles, Li Yu, Gheorghiu, Vlad and Robert B. Griffiths
 

Linear Differential Equations

Aggarwala, Ben in Aggarwala, Ben Differential Equations
 

Local well posedness of dispersive systems in one dimension

Akhunov, Timur
 

Local well posedness of quasi-linear systems generalizing KdV

Akhunov, Timur
 

L-packets (Banff International Research Station, 5-day workshop)

Cunningham, Clifton, Moeglin, Colette and Vinayak, Vatsal
 

Methods of Geometric Analysis in Lipschitz extension and trace problems, Volume I

Brudnyi, Alex and Brudnyi, Yuri
 

Methods of Geometric Analysis in Lipschitz extension and trace problems, Volume II

Brudnyi, Alex and Brudnyi, Yuri
 

Non-denseness of factorable matrix functions

Brudnyi, Alex, Rodman, Leiba and Spitkovsky, Ilya
 

Nonparametric estimation of a survival function under progressive Type-I multistage censoring

Burke, Murray
 

On D'Alembert's principle

Bates, Larry and J. Nester
 

One-step minimum Hellinger distance estimation

Karunamuni, Rohana and Wu, Jingjing
 

On holomorphic almost periodic functions on coverings of complex manifolds

Kinzebulatov, Damir and Brudnyi, Alex
 

Online Homework for Preparatory Year Math Courses: First Impressions

Khan, Muhammad Ali and B. Yushau
 

On Pricing and Hedging Options in Regime-Switching Models with Feedback Effect

Elliott, Robert, Siu, Tak Kuen and Badescu, Alexandru
 

On regular modules

Nicholson, W. Keith and H. Chen
 

On the computability of some positive-depth characters near the identity

Cunningham, Clifton, Gordon, Julia and Spice, Loren
 

"On the Cramér-Rao bound of autoregressive estimation in noise" Circuits and Systems (ISCAS), 2011 IEEE International Symposium on 15-18 May 2011, Rio de Janeiro, Brazil: 373-376

Melko, Mike and Luis Weruaga
 

On the General Coloring Problem

Sauer, Norbert
 

Optimal Portfolios of Mean-Reverting Instruments

Dmitrasinovic-Vidovic, Gordana and Ware Antony
 

Several Simple Linear Models with Measurement Errors: Parallelism Hypothesis

Kim, Hyang Mi and Saleh, AKMdE
 

Singly Diagonally Implicit Runge-Kutta Method for Time-Dependent Reaction-Diffusion Equation

Liao, Wenyuan and Yan, Yulian
 

Spectral sequences of operas algebras

Bauer, Kristine and Scull, Laura
 

Standard form of qudit stabilizer groups

Gheorghiu, Vlad
 

Strong lifting splits

Nicholson, W. Keith and M. Alkan and C. Ozcan
 

The illumination conjecture for spindle convex bodies

Bezdek, Karoly
 

The l-rank structure of a global function field

Berger, Lisa, Hoelscher, Jing Long, Lee, Yoonjin, Paulhus, Jennifer and Scheidler, Renate in Cojocaru, Alina, Lauter, Kristin and Pries, Rachel (eds) WIN--Women in Numbers: Research Directions in Number Theory
 

The order of the rationals has an Orthogonal Order with the Same Order Type

Sauer, Norbert and I. Zaguia
 

Traces of Ck functions to weak Markov subsets of Rn

Brudnyi, Alex and Brudnyi, Yuri
 

WIN - Women in Numbers: Research Directions in Number Theory, Fields Institute Communications, vol. 60

Cojocaru, Alina, Lauter, Kristin, Pries, Rachel and Scheidler, Renate
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