Search results for "Algoritmer"
showing 3 items of 33 documents
Valuing American Options with Implementation
2017
Master's thesis Business Administration BE501 - University of Agder 2017 This master thesis aims to value American put options by using di erent numerical methods. Three valuation methods for valuing an American put option will be pre- sented and analyzed; the binomial method, the implicit nite di erence method and the least squares Monte Carlo approach (LSM). Due to the opportunity of early exercise of American option contracts, our goal is to nd the optimal exercise strategy which maximizes the payo by using numerical methods. We provide examples of how to implement each algorithm in di erent types of software. A comparison of the methods are given at the end.
A novel learning automata game with local feedback for parallel optimization of hydropower production
2017
Master's thesis Information- and communication technology IKT590 - University of Agder 2017 Hydropower optimization for multi-reservoir systems is classi ed as a combinatorial optimization problem with large state-space that is particularly di cult to solve. There exist no golden standard when solving such problems, and many proposed algorithms are domain speci c. The literature describes several di erent techniques where linear programming approaches are extensively discussed, but tends to succumb to the curse of dimensionality problem when the state vector dimensions increase. This thesis introduces LA LCS, a novel learning automata algorithm that utilizes a parallel form of local feedbac…
Evaluation of perceptual sound compression with regard toperceived quality and compression methods
2006
Masteroppgave i informasjons- og kommunikasjonsteknologi 2006 - Høgskolen i Agder, Grimstad