Essays about: "Mollification"
Found 2 essays containing the word Mollification.
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1. Solving ill-posed problems with mollification and an application in biometrics
University essay from Linköpings universitet/Matematik och tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : This is a thesis about how mollification can be used as a regularization method to reduce noise in ill-posed problems in order to make them well-posed. Ill-posed problems are problems where noise get magnified during the solution process. An example of this is how measurement errors increases with differentiation. READ MORE
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2. State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends
University essay from Uppsala universitet/Institutionen för informationsteknologiAbstract : 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. READ MORE