https://engineering.princeton.edu/events/benjamin-zhang-university-north-carolina-chapel-hill-2
Particle exchange Monte Carlo methods for eigenfunction and related nonlinear problems - Princeton...
monte carlo methods
https://ideas.repec.org/p/mtl/montde/2001-29.html
An Eigenfunction Approach for Volatility Modeling
Downloadable! In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility...
approachvolatilitymodeling
https://arxiv.org/abs/math/9904093
[math/9904093] On eigenfunction approximations for typical non-self-adjoint Schroedinger operators
Abstract page for arXiv paper math/9904093: On eigenfunction approximations for typical non-self-adjoint Schroedinger operators