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Full-Text Articles in Applied Mathematics
Preliminary Investigation For The Development Of Surrogate Debris From Nuclear Detonations In Marine-Urban Environments, Adam G. Seybert
Preliminary Investigation For The Development Of Surrogate Debris From Nuclear Detonations In Marine-Urban Environments, Adam G. Seybert
Masters Theses
No nuclear weapon has ever been detonated in a United States city. However, this also means the nuclear forensic community has no actual debris from which to develop analytical methods for source attribution, making the development of surrogate nuclear debris a vital undertaking. Moreover, the development of marine-urban debris presents an unusual challenge because unlike soil and urban structures, which remain compositionally consistent, the elemental composition of harbor and port waters fluctuates considerably due to natural phenomenon and human activity. Additionally, marine vessel composition and cargo can vary dramatically. While early US nuclear tests were carried out in shallow-water coastal …
A Computational Geometric And Graph Theoretic Approach To Reducing Dimensionality On Raster Data Problems, Matthew James Robert Bachstein
A Computational Geometric And Graph Theoretic Approach To Reducing Dimensionality On Raster Data Problems, Matthew James Robert Bachstein
Masters Theses
Large scale mathematical models often involve a trade off between computational length and detail. In general, the more detailed the data, the more time it takes for the model to process. Models that use geographic scale data are particularly susceptible to this inflation; fine resolution data (on the order of m2 [meters squared]) brings great benefits, but demolishes the computation time. This thesis presents a method for reducing the dimensionality of large scale data in a systematic manner to maximize the benefits of fine resolution data while minimizing the computational time increase, then applying the method to a simulated invasive …
Pricing Of Geometric Asian Options In General Affine Stochastic Volatility Models, Johannes Ruppert
Pricing Of Geometric Asian Options In General Affine Stochastic Volatility Models, Johannes Ruppert
Masters Theses
"In this thesis, we look at the general affine pricing model introduced in [11]. This model allows to price geometric Asian options, which are of big interest due to their lower volatility in comparison to, for example, European options. Because of their structure and in order to be able to price these options, we look at the basic theory of Lévy processes and stochastic calculus. Furthermore, we provide the detailed description of the parameters of the pricing formulas for some popular specific single-factor stochastic volatility models with jumps and generalize the approach of [11] to multi-factor models"--Abstract, page iii.