In this paper we discuss how to price American, European and Asian options using a geometric Brownian motion model for stock price. We investigate the analytic solution for Black-Scholes differential equation for European options and consider numerical methods for approximating the price of other types of options. These numerical methods include Monte Carlo, binomial trees, trinomial trees and finite difference methods. We conclude our discussion with an investigation of how these methods perform with respect to the changes in different Greeks. Further analysing how the value of a certain Greeks affect the price of a given option.
Maximization of muffler performance is important, but there is always space volume constraints.
Shape optimization of multi-segments Muffler coupled with the GA searching technique.
Derivation of Four Pole Matrices and an expression for STL
Introduction to GA and it's Implementation
A numerical case of noise elimination on pure tone
Results and Discussion
This paper implements Simultaneous Localization and Mapping (SLAM) technique to construct a map of a given environment. A Real Time Appearance Based Mapping (RTAB-Map) approach was taken for accomplishing this task. Initially, a 2d occupancy grid and 3d octomap was created from a provided simulated environment. Next, a personal simulated environment was created for mapping as well. In this appearance based method, a process called Loop Closure is used to determine whether a robot has seen a location before or not. In this paper, it is seen that RTAB-Map is optimized for large scale and long term SLAM by using multiple strategies to allow for loop closure to be done in real time and the results depict that it can be an excellent solution for SLAM to develop robots that can map an environment in both 2d and 3d.