Digitala Vetenskapliga Arkivet

Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Analyzing Various Implementations of the Radial Basis Function Partition of Unity Method for Option Pricing in 3D
Uppsala universitet, Teknisk-naturvetenskapliga vetenskapsområdet, Matematisk-datavetenskapliga sektionen, Institutionen för informationsteknologi.
2024 (engelsk)Independent thesis Basic level (degree of Bachelor), 10 poäng / 15 hpOppgave
Abstract [en]

This study evaluates the Radial Basis Function Partition of Unity Method (RBF-PUM) for itsrobustness and suitability for solving PDEs in option pricing. The robustness was tested byexamining the relative error behavior across its input parameters. To increase accuracy and toreduce computational time, three modifications were tested. These changes consisted ofchanging the node layout to use clustered Halton nodes, least squares projection aspreprocessing, and adding linear polynomials. The study shows that RBF-PUM achieves robustresults, suggesting its applicability to other option pricing problems. Furthermore, using a Haltonnode layout proved to be beneficial for the accuracy when using a smaller amount of nodes.The original implementation was less accurate, but more stable as the amount of nodesincreased. Least squares projections and added polynomials offered minor accuracy gains butincreased computation time, often making the trade-off unfavorable.

sted, utgiver, år, opplag, sider
2024.
Serie
IT ; kDV 24 026
HSV kategori
Identifikatorer
URN: urn:nbn:se:uu:diva-536322OAI: oai:DiVA.org:uu-536322DiVA, id: diva2:1889557
Utdanningsprogram
Bachelor Programme in Computer Science
Veileder
Examiner
Tilgjengelig fra: 2024-08-16 Laget: 2024-08-15 Sist oppdatert: 2024-08-16bibliografisk kontrollert

Open Access i DiVA

fulltext(620 kB)207 nedlastinger
Filinformasjon
Fil FULLTEXT01.pdfFilstørrelse 620 kBChecksum SHA-512
badb5f3cce6ede826e7b9376054acaf11c71e5afeb4c42d0de1f61a938234018d461a63d724156954397e6d8322776f0491e10a94895309ff0f3ebc64486eef5
Type fulltextMimetype application/pdf

Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar
Totalt: 211 nedlastinger
Antall nedlastinger er summen av alle nedlastinger av alle fulltekster. Det kan for eksempel være tidligere versjoner som er ikke lenger tilgjengelige

urn-nbn

Altmetric

urn-nbn
Totalt: 357 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf