Browsing by Subject "Model-based OPC"

Now showing items 1-2 of 2

    • Article  

      Symmetry analysis of a model for the exercise of a barrier option 

      O'Hara, John G.; Sophocleous, Christodoulos; Leach, Peter G. L. (2013)
      A barrier option takes into account the possibility of an unacceptable change in the price of the underlying stock. Such a change could carry considerable financial loss. We examine one model based upon the Black-Scholes-Merton ...
    • Article  

      Vehicle model robustness: A case study of the FMTV military truck model 

      Sohns, B. J.; Stein, J. L.; Louca, Loucas S. (2005)
      Vital to the effectiveness of simulation-based design is having a model of known quality of the system being designed. The purpose of this paper is to validate a simplified dynamic model of an FMTV (Family of Medium Tactical ...