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LAND USE, MICROCLIMATE, AND SURFACE RUNOFF LINKAGES: SPACE-TIME MODELING FROM ROKEL-SELI RIVER BASIN, SIERRA LEONE
Land use change microclimate surface hydrology open source geospatial Sierra Leone
2018/11/8
This study mainly utilized the Soil and Water Assessment Tool (SWAT) together with SWAT-CUP, both free and open source software (FOSS), to construct a distributed hydrologic flow model for the Rokel-S...
Implied Volatility Surface: Construction Methodologies and Characteristics
Heston model and its extensions Carr and Wu approach Arbitrage-free algorithms
2011/7/19
The implied volatility surface (IVS) is a fundamental building block in computational finance.We provide a survey of methodologies for constructing such surfaces. We also discuss various topics which ...
American Options Pricing under Stochastic Volatility: Approximation of the Early Exercise Surface and Monte Carlo Simulations
American Options Pricing Stochastic Volatility
2010/10/21
The aim of this study was to develop methods for evaluating the American-style option prices when the volatility of the underlying asset is described by a stochastic process. As part of this problem ...