Essays about: "stochastic simulations"

Showing result 16 - 20 of 109 essays containing the words stochastic simulations.

  1. 16. Development of Swarm Traffic Algorithms : Road detection within an ellipse

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

    Author : Massimiliano Dal Mas; [2021]
    Keywords : OpenSCENARIO; autonomous driving scenario representation; simulation infrastructure; automated driving systems; self-driving car project;

    Abstract : The latest trends in autonomous vehicles research gave rise to the needs for specific tools to validate and test such systems. The estimations state that to consider an autonomous vehicle statistically safe, it should drive for thousands of kilometres using traditional validation methods. This process would take a long time. READ MORE

  3. 17. Assessment of optimal suspension systems with regards to ride under different road profiles

    University essay from KTH/Fordonsdynamik

    Author : Adithya Murali; Pratik Hindraj Vaje; [2021]
    Keywords : Ride comfort; Handling; Road profiles; ADAMS; Shaping filter method; Sinusoidal approximation method; Coherence; ISO 8608; Acceleration PSD s; Genetic Algorithm optimisation; ISO 2631.; åkkomfort; Kurvkörningsegenskaper; Vägprofiler; ADAMS; Formningsfiltermetod; Sinusformad approximationsmetod; Koherens; ISO 8608; Acceleration PSDs; Genetisk algoritmoptimering.;

    Abstract : Passenger ride vibration comfort is a critical aspect to consider while developing any vehicle and there is a need to understand how the occupants would be affected when driving on different road profile roughness. Hence, road profile generation is critical as road profiles are used as inputs to simulation tools to investigate vehicle dynamic behaviour in depth. READ MORE

  4. 18. Pricing Complex derivatives under the Heston model

    University essay from KTH/Matematik (Avd.)

    Author : Omar Naim; [2021]
    Keywords : Stochastic volatility Model; Heston Model; Calibration; Financial derivatives; Stokastisk volatilitetsmodell; Heston modell; kalibrering; finansiella derivat;

    Abstract : The calibration of model parameters is a crucial step in the process of valuation of complex derivatives. It consists of choosing the model parameters that correspond to the implied market data especially the call and put prices. READ MORE

  5. 19. Pricing Put Options with Multilevel Monte Carlo Simulation

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

    Author : Jonathan Schöön; [2021]
    Keywords : Multilevel Monte Carlo Simulation”; ”European Put Option Pricing” ”Stochastic Differential Equations;

    Abstract : Monte Carlo path simulations are common in mathematical and computational finance as a way of estimating the expected values of a quantity such as a European put option, which is functional to the solution of a stochastic differential equation (SDE). The computational complexity of the standard Monte Carlo (MC) method grows quite large quickly, so in this thesis we focus on the Multilevel Monte Carlo (MLMC) method by Giles, which uses multigrid ideas to reduce the computational complexity. READ MORE

  6. 20. Multilevel Monte Carlo Simulation for American Option Pricing

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

    Author : Sabina Colakovic; Viktor Ågren; [2021]
    Keywords : Multilevel Monte Carlo simulation; Stochastic Differential Equations; Option pricing.;

    Abstract : In this thesis, we center our research around the analytical approximation of American put options with the Multilevel Monte Carlo simulation approach. The focus lies on reducing the computational complexity of estimating an expected value arising from a stochastic differential equation. READ MORE