Sökning: "Time Non-Equidistant Methods"

Hittade 2 uppsatser innehållade orden Time Non-Equidistant Methods.

1. 1. Rendering Of Physically Simulated Wires

   Master-uppsats, Umeå universitet/Institutionen för datavetenskap

   Författare :Jimmy Sihlberg; [2018]
   Nyckelord :;

   Sammanfattning : Simulating deformable continious objects such as wires requires some discretization method. In this project we look at how to render simulated multiresolution lumped element wires in real time and the challenges that come with it. First we look how to create a 3D wire geometry on they from a set of constantly changing points. 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