4 citations · 10 across the 11 of their papers we have counts for
11 papers
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…
Finite element solutions of the nonlinear RAPM Black-Scholes model
Dongming Wei, Yogi Ahmad Erlangga, Andrey Pak +1
his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs. Spatia…
A Finite Element Approach to the Numerical Solutions of Leland's Mode
Dongming Wei, Yogi Ahmad Erlangga, Gulzat Zhumakhanova
In this paper, finite element method is applied to Leland's model for numerical simulation of option pricing with transaction costs. Spatial finite element models based on P1 and/o…
On geometric estimates for some problems arising from modeling pull-in voltage in MEMS
Durvudkhan Suragan, Dongming Wei
In this paper for all we prove that the pull-in voltage of the -MEMS (micro-electro mechanical systems) problems on a smooth bounded domain of is…
Optimal Design of Helical Springs of Power Law Materials
Dongming Wei, Marios Fyrillas, Adilet Otemissov +1
In this paper the geometric dimensions of a compressive helical spring made of power law materials are optimized to reduce the amount of material. The mechanical constraints are de…
On the solvability of the Brinkman-Forchheimer-extended Darcy equation
Piotr Skrzypacz, Dongming Wei
The nonlinear Brinkman-Forchheimer-extended Darcy equation is used to model some porous medium flow in chemical reactors of packed bed type. The results concerning the existence an…