126 citations · 276 across the 22 of their papers we have counts for
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physics.flu-dyn2014★ 2 cited
The dynamics of inextensible capsules in shear flow under the effect of the nature state
Xiting Niu, Lingling Shi, Tsorng-Whay Pan +1
The effect of the nature state on the motion of an inextensible capsule in simple shear flow has been studied in this paper. Besides the viscosity ratio of the internal fluid and e…
q-fin.MF2014★ 2 cited
Option Pricing Accuracy for Estimated Heston Models
Robert Azencott, Yutheeka Gadhyan, Roland Glowinski
We consider assets for which price and squared volatility are jointly driven by Heston joint stochastic differential equations (SDEs). When the parameters of these SDEs…