Essays about: "simulation exercise"

Showing result 11 - 15 of 32 essays containing the words simulation exercise.

  1. 11. American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Omar Mohammad; Rafi Khaliqi; [2020]
    Keywords : options; pricing; american; Monte-Carlo; Least square; heston model; stochastic; volatility; early exercise boundary volatility;

    Abstract : Pricing American options has always been problematic due to its early exercise characteristic. As no closed-form analytical solution for any of the widely used models exists, many numerical approximation methods have been proposed and studied. READ MORE

  3. 12. Supporting Resilient Behaviour in Simulation Studies : A study of how resilient behaviour can be enhanced in a crisis management exercise based on participants experiences

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Linnea Bergsten; [2020]
    Keywords : Simulation; Crisis Management; Resilience; Systemic Resilience Model; Monitoring;

    Abstract : A major disruption in the payment system would be a considerable societal crisis and is studied by a project called Creating Collaborative Resilience Awareness, Analysis and Action for Finance, Food and Fuel Systems in INteractive Games (CCRAAAFFFTING), using serious gaming and simulation. This study examines the experiences of the participants in the crisis management exercises. READ MORE

  4. 13. Emergo Train System® : Evaluation of a paediatric trauma victim bank

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Hanna Linder; [2020]
    Keywords : Emergo Train System; Simulation; Training; Learning;

    Abstract : The purpose of this thesis is to evaluate a new paediatric trauma victim bank for the simulation tool Emergo Train System® (ETS). The area of child trauma care is rather small and there is limited knowledge about potential emergency events. The emergency care for children should not be considering the same as for adults. READ MORE

  5. 14. Automating synthetic trip data generation for an agent-based simulation of urban mobility

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Paul Dos Santos; [2019]
    Keywords : Geography; GIS; Agent-based Modelling; Simulation Science; Network Modelling; Simulation of Urban Mobility; Emissions; Environmental Modelling; Earth and Environmental Sciences; Technology and Engineering;

    Abstract : This paper explores the use of an automated pipeline to construct synthetic (artificially derived) trip data from aggregate socio-demographic sources to build a simulation of individual vehicles interacting with one another. The study shows that quality data sources are required in order to do this effectively and accurately. READ MORE

  6. 15. Water Distribution Networks: Leakage Management using Nonlinear Optimization of Pressure

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

    Author : Deepak Vasudevan; [2018]
    Keywords : ;

    Abstract : The eective management of water distribution systems is gaining tremendousfocus within the scientic community thanks to the Internet of Things.This report is an exploration attempt into the mathematical optimization ofa water distribution network under the inuence of leakages caused by deteriorationwithin the distribution network. READ MORE