Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 2 of 2 for “"markov-chain montecarlo simulation"”.
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Pricing stochastic volatility models using random grids
… calibration, finite difference solution and Markov-chain MonteCarlo simulation based on the random grids approach. This dissertation provides a review and implementation of this random grids approach for pricing under the Heston model as well as the stochastic local volatility model. …
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Development of novel computational techniques for phase identification and thermodynamic modeling, and a case study of contact metamorphism in the Triassic Culpeper Basin of Virginia
… a recrystallization and sulfur mobilization. A Markov-chain Montecarlo-based methodology is developed to allow for the assessment of uncertainty in calculated phase assemblage diagrams. Such phase equilibria are ubiquitous in modern petrology, but uncertainties are rarely considered. Methods are …