Essays about: "smoothness index"
Found 3 essays containing the words smoothness index.
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1. Measuring the Risk-neutral Probability Distribution of Equity Index Options
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The focus of this master thesis is to develop a model that measures the risk-neutral probability distributionof the future value of a portfolio consisting of options on the S&P 500 index. The cornerstone of the model is an explicit and thorough construction of the local volatility surface. The parametric model of Coleman etal. READ MORE
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2. Visual Quality Improvement of Digital Video by Stabilization Using Adaptive CMAC Filtering
University essay from Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskapAbstract : A Digital Video Stabilization (DVS) system removes the unwanted shaking in the videos acquired by hand-held cameras and preserves the panning. In this thesis work, a digital video stabilization model is proposed based upon adaptive cerebellar model articulation controller (CMAC) filtering. READ MORE
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3. Influence of hardwood, softwoodand fractionated pulp in a stratifiedthree-layered fine paper : Lövved, barrved och fraktionerad massa ochdess inverkan på ett treskiktat finpapper
University essay from Grafisk teknikAbstract : Four different trials of stratified three-layered fine paper, of sulphate pulp, were performed to investigate if stratified fine fraction or fibres from birch can improve the properties of a paper compared to a reference sheet. All trials had five different scenarios and each scenario was calendered with different linear load. READ MORE