F. Shen. Computational complexity analysis of least- squares monte carlo (lsm) for pricing us derivatives. Applied Economics Letters, 10(4):223-229, March 2003.A.S.Chan,P.F.Shen.Computational complexity analysis of least-squares monte carlo(LSM)for pricing US derivatives. Applied Economics . ...
2.1.5 Least squares MPS method Tamai and Koshizuka [39] developed least squares MPS (LSMPS) method, which adopts arbitrary high-order consistent spatial discretization scheme, consistent time integration scheme, and generalized treatments of boundary conditions. LSMPS method applies the procedure of we...
The method of least squares for analysing the kind of data was presented, first to estimate the main effects of the factors and their interactive effects, so as to get the least squares means (LSM) of them, and then to do analysis of variance and the difference significance test between ...
Navas. On the robustness of least-squares monte carlo (lsm) for pricing american derivatives. Review of Derivatives Research, 6 (2):107-128, 2003.Manuel Moreno and Javier F. Navas. On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives. Review of Derivatives ...
The recently developed least-squares Monte Carlo (LSM) method provides a simple and efficient technique for valuing American-type options. The proposed method is applicable to the cases of compound real options, like the other numerical ... SAA Sabour,R Poulin - 《Engineering Economist》 被引量...
1.Comparing the least-squares method(LSM),the partial weighted LSM,the robust LSM with the MATLAB smooth function,we proposed an improved robust least-square method.通过对最小二乘法,局部权重最小二乘法,鲁棒性最小二乘法,MATLAB提供的拟合方法进行比较,提出了改进的鲁棒性最小二乘拟合方法。 2)robust...
egel/lsm egel/lsmPublic NotificationsYou must be signed in to change notification settings Fork0 Star0 Code Issues Actions Projects master 1Branch 0Tags Code README GPL-3.0 license Least Squares Method This very simple program was written in C++ to calculate least squares method (for regression...
Principal component analysis of three-mode data by means of alternating least squares algorithms For the Spherical Surface Defects Evaluation System (SSDES), lens centering is essential to obtain the precise scanning trace and defect features without m... PM Kroonenberg,JD Leeuw 被引量: 0发表: ...
In this paper, a consistent meshfree Lagrangian approach for numerical analysis of incompressible flow with free surfaces, named least squares moving particle semi-implicit (LSMPS) method, is developed. The present methodology includes arbitrary high-order accurate meshfree spatial discretization schemes, ...
least squares method (LSM)distributionrandom variablesA new modification of the least squares method (LSM) is proposed. The main idea is to considerthe fitting parameters β_ias independent random variables with a certain distribution density F(131, 02, ..., f3k-,tp_m), which depends on a ...