Essays about: "LSM"

Showing result 1 - 5 of 13 essays containing the word LSM.

  1. 1. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS

    University essay from Lunds universitet/Matematisk statistik

    Author : Oscar Brink Bolin; Joel Ahnvik; [2022]
    Keywords : Option; Monte Carlo *; Least-square *; Black-Scholes; Merton; Heston; Bates; Mathematics and Statistics;

    Abstract : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. READ MORE

  2. 2. Local and remote team cohesion effect on performance in the software industry

    University essay from

    Author : Alexandre Martins; Karl-Johan Grahn; [2021]
    Keywords : software development; team cohesion; team performance; LSM; DEA; remote; local;

    Abstract : Background: The COVID-19 pandemic forced many companies to transition to remote work, which has created a social distance among team members that may affect team performance. Although previous studies have examined the relationship of team cohesion and team performance, few have investigated the question whether remote work affects team performance. READ MORE

  3. 3. Comparison of State Backends for Modern Stream Processing System

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Mikolaj Robakowski; [2021]
    Keywords : ;

    Abstract : Distributed Stream Processing is a very popular computing paradigm used invarious modern computer systems. An important aspect of distributed streamprocessing systems is how they deal with computation state bigger than thesystem memory. READ MORE

  4. 4. Event Geometry and Anisotropic Flow in Proton-Proton Collisions

    University essay from Lunds universitet/Teoretisk partikelfysik

    Author : Johannes Holst; [2021]
    Keywords : high energy physics; particle physics; proton; collision; quark-gluon plasma; flow; anisotropy; anisotropic flow; elliptic flow; initial state; geometry; eccentricity; gaussian; cms; alice; lhc; Physics and Astronomy;

    Abstract : We seek to better understand the relationship between an anisotropic distribution of partons in the initial state of pp-collisions and the amount of elliptic flow. We do this through the implementation of a new model that is based in generating positions for multiparton interactions from the uneven volume created by the overlap of two Gaussians. READ MORE

  5. 5. Automatically Learning Register Automata from MATLAB Code : A case study in autonomous driving

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Marco Dei Rossi; [2021]
    Keywords : Automata learning; SL*; Register automata; RALib; Lateral State Manager; Automata learning; SL*; Register automata; RALib; LSM; Automata learning; SL*; Register automata; RALib; LSM;

    Abstract : The successful verification of the behaviour of an Autonomous driving (AD) vehicle is fundamental for the commercialization of this new technology. Formal verification can be used to exhaustively verify the correctness of a system, but it requires a formal model to do so. READ MORE