نتایج جستجو برای: multidimensional properties
تعداد نتایج: 912154 فیلتر نتایج به سال:
In a recent paper Longstaff & Schwartz (2001) suggest a method to American option valuation based on simulation. The method is termed the Least Squares Monte-Carlo (LSM) method, and although it has become widely used not much is known about the properties of the estimator. This paper corrects this shortcoming using theory from the literature on seminonparametric series estimators. A central par...
The Correspondence Principle is the relation, which exists in certain economic models, between comparative statics of equilibria and the properties of out-of-equilibrium dynamics. The Correspondence Principle (CP) implies that one obtains unambiguous comparative statics by selecting equilibria with desirable dynamic properties. Generally, the CP determines comparative statics in models with a o...
A method exploiting the properties of an artificial (nonphysical) Langevin dynamics with a negative frictional coefficient along a suitable manifold and positive friction in the perpendicular directions is presented for the enhanced calculation of time-correlation functions for rare event problems. Exact time-correlation functions that describe the kinetics of the transitions for the all-positi...
In this paper we present a number of techniques that can be at the basis of a practical integration tool for multidimensional databases. We start by addressing the basic issue of matching heterogeneous dimensions and provide a number of general properties that a dimension matching should fulfill. We then propose two different approaches to the problem of integration that try to enforce matching...
in this investigation the effect of external field on the electron density of nanostructures of cds, cdse, cdte, gaas and polymeric structure of three, four, five and six units of cds as a kind of nanosolar cells has been studied theoretically. as modeling this system in nanodimension, molecular structures has used. specific properties of molecular structures permit us to consider different sym...
Thermal phonon transport at length scales comparable to mean free paths is governed by the Boltzmann equation, which is challenging to solve due to its high dimensionality. Here, we present an analytical Green’s function for the frequency-dependent, multidimensional Boltzmann equation under the relaxation-time approximation. The new analytical solution is valid from diffusive to ballistic trans...
Analogously to Graphical Markov models, also Compositional models serve as an efficient tool for multidimensional models representation. The main idea of the latter models resembles a jig saw puzzle: Multidimensional models are assembled (composed) from a large number of small pieces, from a large number of low-dimensional models. Originally they were designed to represent multidimensional prob...
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