Search results for " extrapolation"

The Random-Time Binomial Model

1999

In this paper we study Binomial Models with random time steps. We explain, how calculating values for European and American Call and Put options is straightforward for the Random-Time Binomial Model. We present the conditions to ensure weak-convergence to the Black-Scholes setup and convergence of the values for European and American put options. Differently to the CRR-model the convergence behaviour is extremely smooth in our model. By using extrapolation we therefore achieve order of convergence two. This way it is an efficient tool for pricing purposes in the Black-Scholes setup, since the CRR model and its extrapolations typically achieve order one. Moreover our model allows in a straig…

Time-series analyses of species richness and relative abundances at the local scale: some methodological advices to secure the relevance of interpret…

2020

Theoretical determination of the geometric and electronic structures of oligorylenes and poli(peri‐naphthalene)

1992

We present a theoretical investigation of the electronic structure of oligorylenes (from perylene to heptarylene, including also the naphthalene molecule) and their corresponding polymer poly(peri‐naphthalene) (PPN) using the nonempirical valence effective (VEH) method. The geometry of the unit cell used to generate the polymer is extrapolated from the PM3‐optimized molecular geometries of the longest oligorylenes. That geometry shows some bond alternation along the perimeter carbon chains and a bond length of ≊1.46 Å is calculated for the peri bonds connecting the naphthalene units. The VEH one‐electron energy level distributions calculated for oligorylenes are used to interpret the experi…

Effective Theories for QCD-like at TeV Scale

2014

We study the Effective Field Theory of three QCD-like theories, which can be classified by having quarks in a complex, real or pseudo-real representations of the gauge group. The Lagrangians are written in a very similar way so that the calculations can be done using techniques from Chiral Perturbation Theory (ChPT). We calculated the vacuum-expectation-value, the mass and the decay constant of pseudo-Goldstone Bosons up to next-to-next-to leading order (NNLO) \cite{Bijnens:2009qm}. The various channels of general $n$ flavour meson-meson scattering of the three theories are systematically studied and calculated up to NNLO \cite{Bijnens:2011fm}. We also calculated the vector, axial-vector, s…

Global extrapolation with a parallel splitting method

1992

Extrapolation with a parallel splitting method is discussed. The parallel splitting method reduces a multidimensional problem into independent one-dimensional problems and can improve the convergence order of space variables to an order as high as the regularity of the solution permits. Therefore, in order to match the convergence order of the space variables, a high order method should also be used for the time integration. Second and third order extrapolation methods are used to improve the time convergence and it was found that the higher order extrapolation method can produce a more accurate solution than the lower order extrapolation method, but the convergence order of high order extr…

Prédire le passé et le futur : rôle des représentations motrices dans l'inférence du mouvement

2012

The effectiveness of the visual system is permitted by a complex processing network, which relies on cortical, sub-cortical and peripheral structures. The purpose of this research is to improve the knowledge of the process sustaining the visual perception of motion, and to produce a computational model able to reproduce the features of human visual tracking of a moving object.This work includes an extensive bibliographic research, and a series of experiments. The thesis consists of two parts:The first part pertains to the determination of performance in the "backward" inference of a partially visible movement. It consist of defining the involvement of exogenous information (retinal signals)…

Estudio experimental comparado de marcadores bioquímicos en la infección por Fasciola hepatica y F. gigantica

2017

Fascioliasis is caused by the genetically and phenotypically very close Fasciola hepatica and F. gigantica. The latter, always considered secondary in human infection, appears nowadays increasingly involved in human endemic areas of Africa and Asia. Unfortunately, little is known about the pathogenicity of this liver fluke species, mainly due to difficulties assessing the moment of a patient's infection in the anamnesis and in the differential diagnosis with F. hepatica. This is the first experimental study comparing F. hepatica and F. gigantica in a long-term study of up to 24 weeks with genotypically and phenotypically standardised fluke strains in the same animal model host, the Guirra s…