Sökning: "interpolation"

Visar resultat 1 - 5 av 174 uppsatser innehållade ordet interpolation.

  1. 1. Robust Design and Analysis of Automotive Collision Avoidance Algorithms

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Anders Sjöberg; [2019-06-17]
    Nyckelord :;

    Sammanfattning : Automotive collision avoidance systems help the driver to avoid or mitigate a collision. The main objective of this project is to nd a methodology to improve the performance of Volvo’s automotive collision avoidance system by optimizing its congurable parameters. LÄS MER

  2. 2. Estimation methods for Asian Quanto Basket options

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :David Adolfsson; Tom Claesson; [2019]
    Nyckelord :Monte Carlo simulation; Estimation; Option; Taylor expansion; Sensitivities; Price interpolation; Grid;

    Sammanfattning : All financial institutions that provide options to counterparties will in most cases get involved withMonte Carlo simulations. Options with a payoff function that depends on asset’s value at differenttime points over its lifespan are so called path dependent options. LÄS MER

  3. 3. A 3D Sub-Surface Characterisation of the Arnager Greensand, South-west Skåne

    Master-uppsats, Uppsala universitet/Institutionen för geovetenskaper

    Författare :Gregory Marcel Davies Jones; [2019]
    Nyckelord :Arnager Greensand; digitization; depth conversion; reservoir; storage potential;

    Sammanfattning :  A surface characterisation of the Arnager Greensand in south Sweden, a deep saline aquifer found to be suitable for geological storage of CO2 or energy storage, was undertaken in this thesis. Vintage seismic reflection data only available as scanned tiff images of the final stacked sections were digitized and processed using modern interpretation software to provide new insights into the morphology of the Arnager Greensand and to analyse the reservoir’s potential as an energy storage unit. LÄS MER

  4. 4. Super-Resolution for Fast Multi-Contrast Magnetic Resonance Imaging

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Erik Nilsson; [2019]
    Nyckelord :Deep learning; convolutional neural networks; CNN; super-resolution; MRI;

    Sammanfattning : There are many clinical situations where magnetic resonance imaging (MRI) is preferable over other imaging modalities, while the major disadvantage is the relatively long scan time. Due to limited resources, this means that not all patients can be offered an MRI scan, even though it could provide crucial information. LÄS MER

  5. 5. The Calibrated SSVI Method - Implied Volatility Surface Construction

    Master-uppsats, KTH/Matematisk statistik

    Författare :Adam Öhman; [2019]
    Nyckelord :Implied; Volatility; Surface; Construction; SVI; SSVI; eSSVI; Stochastic Volatility Inspired; calibrated SSVI; modelling; arbitrage; interpolation; extrapolation; FHS VaR; derivatives; CCP; clearing; Implicit; Volatilitet; Ytor; Option; SVI; SSVI; eSSVI; kalibrerade SSVI; arbitrage; modellering; finans; matematik;

    Sammanfattning : In this thesis will the question of how to construct implied volatility surfaces in a robust and arbitrage free way be investigated. To be able to know if the solutions are arbitrage free was an initial investigation about arbitrage in volatility surfaces made. From this investigation where two comprehensive theorems found. LÄS MER