4 papers
Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek +1
Computational efficiency is essential for enhancing the accuracy and practicality of pricing complex financial derivatives. In this paper, we discuss Isogeometric Analysis (IGA) fo…
Explicit inverse of symmetric, tridiagonal near Toeplitz matrices Part II: with weakly diagonally dominant Toeplitz
Bakytzhan Kurmanbek, Yogi Erlangga, Yerlan Amanbek
In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part…
CFD-DEM modeling of fracture initiation with polymer injection in granular media
Daniyar Kazidenov, Yerlan Amanbek
We numerically study mechanisms and conditions of fracture initiation in granular material induced by non-Newtonian polymer solutions. A coupling approach of computational fluid dy…
Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method
Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek +1
In this paper, the TF system of two-coupled Black-Scholes equations for pricing the convertible bonds is solved numerically by using the P1 and P2 finite elements with the inequali…