Sökning: "Mollification"

Hittade 2 uppsatser innehållade ordet Mollification.

1. 1. Solving ill-posed problems with mollification and an application in biometrics

   Kandidat-uppsats, Linköpings universitet/Matematik och tillämpad matematik; Linköpings universitet/Tekniska fakulteten

   Författare :Emma Lindgren; [2018]
   Nyckelord :Mollification; regularization; ill-posed problems; biometrics; blood vessel;

   Sammanfattning : This is a thesis about how mollification can be used as a regularization method to reduce noise in ill-posed problems in order to make them well-posed. Ill-posed problems are problems where noise get magnified during the solution process. An example of this is how measurement errors increases with differentiation. LÄS MER

3. 2. State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Institutionen för informationsteknologi

   Författare :Johan Venemalm; [2014]
   Nyckelord :Computational Finance; American Call Options; Escrowed Dividend Model; Finite Differences; Time Non-Equidistant Methods;

   Sammanfattning : In computational finance, finite differences are a widely used tool in the valuation of standard derivative contracts. In a lower-dimensional setting, high accuracy and speed often characterize such methods, which gives them a competitive advantage against Monte Carlo methods. LÄS MER