Essays about: "Time Non-Equidistant Methods"

Found 2 essays containing the words Time Non-Equidistant Methods.

  1. 1. Rendering Of Physically Simulated Wires

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Jimmy Sihlberg; [2018]
    Keywords : ;

    Abstract : Simulating deformable continious objects such as wires requires some discretization method. In this project we look at how to render simulated multiresolution lumped element wires in real time and the challenges that come with it. First we look how to create a 3D wire geometry on they from a set of constantly changing points. READ MORE

  2. 2. State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Johan Venemalm; [2014]
    Keywords : Computational Finance; American Call Options; Escrowed Dividend Model; Finite Differences; Time Non-Equidistant Methods;

    Abstract : 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