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Pricing futures by deterministic methods

Acta Numerica, 2012
In this article we will focus on only a small part of financial mathematics, namely the use of partial differential equations for pricing futures. Even within this narrow range it is hard to be systematic and complete, or even to do better than existing books such as Wilmott, Howison and Dewynne (1995), Achdou and Pironneau (2005), or software manuals ...
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Construction of Uniform Designs—Deterministic Methods

2018
In this chapter and the following chapters, the different construction methods for uniform design tables are given. Typically, there are three approaches of constructing uniform design tables: (i) quasi-Monte Carlo methods; (ii) combinatorial methods; (iii) numerical search.
Kai-Tai Fang   +3 more
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Sampling and Deterministic Modeling Methods

2016
Prior to any earth sciences modeling, the basic data quality, reliability, and sufficiency are the basic questions that must be grasped by the specialists in the earth sciences domain so that she/he can continue for better description and modeling of the phenomenon concerned.
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Deterministic Global Optimization Methods for Solving Engineering Problems

Civil-Comp Proceedings, 2012
... In this work, various deterministic approaches for constructing efficient and reliable numerical methods for solving the global optimization problems based on the Lipschitz continuity assumption are discussed, as, e.g., divide-the-best scheme for constructing and studying numerical methods in a unified manner, index scheme for treating constraints,
KVASOV, Dmitry, SERGEEV, Yaroslav
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Automated variance reduction for MCNP using deterministic methods

Radiation Protection Dosimetry, 2005
In order to reduce the user's time and the computer time needed to solve deep penetration problems, an automated variance reduction capability has been developed for the MCNP Monte Carlo transport code. This new variance reduction capability developed for MCNP5 employs the PARTISN multigroup discrete ordinates code to generate mesh-based weight windows.
J, Sweezy   +4 more
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Finite Interpolation in Green Function Deterministic Numerical Methods

Journal of Computational Physics, 1997
An expansion on a finite set of interpolating functions is used within the framework of Green function deterministic numerical methods. Applications to some problems with one-dimensional, central and tensor potentials are described. Numerical results are presented and compared with the results of a different technique based on the Hamiltonian and on a ...
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Economic forecasting by the deterministic-adaptive method

Proceedings of the conference on Designing the future, 1996
Economic forecasting is of great importance when some economic mechanism is changed rapidly as in Russia nowadays. Any economic system is a deterministic-stochastic entity of great complexity. Because of this, informative models which offer the interplay of the most significant factors are inadequate for satisfactory long-term forecasting.The paper ...
Sergei M. Obraztsov   +3 more
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Deterministic Methods of Seismic Source Identification

1979
Abstract : In this report we describe methods of modal synthesis which provide very detailed theoretical seismograms in the near and regional distance ranges. We give the mathematical basis for the method, along with some examples of its use.
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Infinitesimal methods in control theory: Deterministic and stochastic

Acta Applicandae Mathematicae, 1986
The entire work has been devided into two parts. The methods of nonstandard analysis are applied to deterministic control theory extending earlier work by the author, in Part I. Compactness of relaxed controls, continuity of solution and cost as functions of the controls, and existence of optimal controls are included in the established results.
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Stability Assessment Methods (Deterministic and Probabilistic)

2018
One overarching requirement has been the way to improve safety at sea by developing international binding regulations that are followed and adhered to by all nations that operate ships. From the mid-nineteenth century, for example the 1854 Merchant Shipping Act, a number of treaties were developed and adopted, usually following a major shipping ...
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