Essays about: "Almost Exact Scheme"
Found 3 essays containing the words Almost Exact Scheme.
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1. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. READ MORE
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2. Recent Progress on the Black Hole Information Paradox
University essay from Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation; Lunds universitet/Institutionen för astronomi och teoretisk fysik - Genomgår omorganisationAbstract : The black hole information paradox is of central importance in the study of quantum gravity. The paradox states that quantum fields surrounding a black hole behave in ways that run into conflict with the unitarity of quantum mechanical time evolution. READ MORE
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3. The self-screening correction to RPA and GW – A model and ab initio study
University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionenAbstract : The self-screening error in the GW approximation is studied by applying correction schemes beyond the random-phase approximation in model and ab inito calculations. Two model systems in the form of Hubbard dimers, with one and two orbitals per site respectively, are considered. READ MORE