Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author
I.
Wavelet calculations.
II.
Calculation of approximation spaces in one dimension.
III.
Calculation of approximation spaces in one dimension II.
IV.
One dimensional problems.
V.
Stochastic optimization in one dimension.
VI.
Scalar product in N-dimensions.
1.
Two-sided area of integration, positive a.
2.
Two-sided area of integration, negative a.
A.
Calculation of w1 for negative a.
B.
Calculation of w2 for negative a.
C.
Calculation of w3 for negative a.
3.
Indexing integration domains.
4.
Summary. Calculation of scalar product in N dimensions.
5.
Indexing integration domains II.
6.
Scalar product in N-dimensions. Test case 1.
7.
Scalar product in N-dimensions. Test case 2.
8.
Scalar product in N-dimensions. Test case 3.
9.
Implementation of scalar product in N-dimensions.
VII.
Wavelet transform of payoff function in N-dimensions.
VIII.
Solving N-dimensional PDEs.
Downloads.
Index.
Contents.
Calculation of w1 for negative a.
e continue calculation of the previous section. Our recipe for calculation of
is
where
Hence, we use results of the section (
Calculation of w1 for a>0
) with the replacement
We get
Downloads.
Index.
Contents.
Copyright 2007