688 citations
- Centre National de la Recherche ScientifiqueFR398 papers
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Showing 2013 · math.APShow all
3 papers · 2 filters
math.AP2013★ 1 cited
Homogenization of the spectral equation in one-dimension
Thi Trang Nguyen, Michel Lenczner, Matthieu Brassart
The asymptotic behavior of a one-dimensional spectral problem with periodic coefficient is addressed for high frequency modes by a method of Bloch wave homogenization. The analysis…
math.AP2013★ 1 cited
A minimal interface problem arising from a two component Bose Einstein condensate via $\G$-convergence
Amandine Aftalion, Jimena Royo-Letelier
We consider the energy modeling a two component Bose-Einstein condensate in the limit of strong coupling and strong segregation. We prove the -convergence to a perimeter minimiz…
math.AP2013★ 1 cited
Determining the implied volatility in the Dupire equation for vanilla European call options
Mourad Bellassoued, Raymond Brummelhuis, Michel Cristofol +1
The Black-Scholes model gives vanilla Europen call option prices as a function of the volatility. We prove Lipschitz stability in the inverse problem of determining the implied vol…