Error analysis in Fourier methods for option pricing

Fabián Crocce; Juho Häppölä; Jonas Kiessling; Raúl Tempone

doi:10.21314/jcf.2016.327

Error analysis of finite difference and Markov chain approximations for option pricing

Mathematical Finance ◽

10.1111/mafi.12161 ◽

2017 ◽

Vol 28 (3) ◽

pp. 877-919 ◽

Cited By ~ 25

Author(s):

Lingfei Li ◽

Gongqiu Zhang

Keyword(s):

Markov Chain ◽

Finite Difference ◽

Error Analysis ◽

Option Pricing ◽

Markov Chain Approximations

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The O–C diagrams of minor planets − a new approach to modelling the rotation

International Astronomical Union Colloquium ◽

10.1017/s0252921100031407 ◽

1999 ◽

Vol 173 ◽

pp. 185-188

Author(s):

Gy. Szabó ◽

K. Sárneczky ◽

L.L. Kiss

Keyword(s):

Error Analysis ◽

Time Dependence ◽

Theoretical Work ◽

Minor Planet ◽

Minor Planets ◽

New Approach ◽

Preliminary Results ◽

Ccd Observations

AbstractA widely used tool in studying quasi-monoperiodic processes is the O–C diagram. This paper deals with the application of this diagram in minor planet studies. The main difference between our approach and the classical O–C diagram is that we transform the epoch (=time) dependence into the geocentric longitude domain. We outline a rotation modelling using this modified O–C and illustrate the abilities with detailed error analysis. The primary assumption, that the monotonity and the shape of this diagram is (almost) independent of the geometry of the asteroids is discussed and tested. The monotonity enables an unambiguous distinction between the prograde and retrograde rotation, thus the four-fold (or in some cases the two-fold) ambiguities can be avoided. This turned out to be the main advantage of the O–C examination. As an extension to the theoretical work, we present some preliminary results on 1727 Mette based on new CCD observations.

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An Image Reconstruction System Applied to High Voltage Microscopy

Proceedings, annual meeting, Electron Microscopy Society of America ◽

10.1017/s0424820100115080 ◽

1975 ◽

Vol 33 ◽

pp. 292-293

Author(s):

D. E. Johnson

Keyword(s):

High Voltage ◽

Prior Information ◽

Block Diagram ◽

Three Dimensional ◽

Real Space ◽

Two Dimensional ◽

Efficient Manner ◽

Fourier Methods ◽

Tilt Series ◽

Methods Of Reconstruction

Increased specimen penetration; the principle advantage of high voltage microscopy, is accompanied by an increased need to utilize information on three dimensional specimen structure available in the form of two dimensional projections (i.e. micrographs). We are engaged in a program to develop methods which allow the maximum use of information contained in a through tilt series of micrographs to determine three dimensional speciman structure.In general, we are dealing with structures lacking in symmetry and with projections available from only a limited span of angles (±60°). For these reasons, we must make maximum use of any prior information available about the specimen. To do this in the most efficient manner, we have concentrated on iterative, real space methods rather than Fourier methods of reconstruction. The particular iterative algorithm we have developed is given in detail in ref. 3. A block diagram of the complete reconstruction system is shown in fig. 1.

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Error Analysis in Neuropsychological Assessment of Verbal Memory and Learning

European Journal of Psychological Assessment ◽

10.1027/1015-5759.11.1.21 ◽

1995 ◽

Vol 11 (1) ◽

pp. 21-28 ◽

Cited By ~ 5

Author(s):

Dietmar Heubrock

Keyword(s):

Error Analysis ◽

Verbal Memory ◽

Verbal Learning ◽

Learning Disorders ◽

Memory And Learning ◽

Auditory Verbal Learning Test ◽

Additional Information ◽

Auditory Verbal Learning ◽

Accurate Picture ◽

Learning Test

Performance on a German version of the Rey Auditory-Verbal Learning Test (AVLT) was investigated for 64 juvenile patients who were subdivided in 6 clinical groups. In addition to standard evaluation of AVLT protocols which is usually confined to items recalled correctly, an error analysis was performed. Differentiating between total errors (TE), repetition errors (RE), and misnamings (ME), substantial differences between clinical groups could be demonstrated. It is argued that error analysis of verbal memory and learning enriches the understanding of neuropsychological syndromes, and provides additional information for diagnostic and clinical use. Thus, it is possible to gain a more accurate picture so that patients can be appropriately retrained, and research into the functional causes of memory and learning disorders can be intensified.

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