Top Banner
Making cubature work Terry Lyons Wonjung Lee, Wei Pan, Greg Gyurko, Christian Litterer, Maria Tchernychova,…. With research support from ERC,ESRC,EPSRC, and the Oxford Man Institute
17

Making cubature work

Feb 24, 2016

Download

Documents

Mike Mike

Making cubature work. Terry Lyons Wonjung Lee, Wei Pan, Greg Gyurko, Christian Litterer , Maria Tchernychova,…. With research support from ERC,ESRC,EPSRC, and the Oxford Man Institute. Cubature and ray tracing. - PowerPoint PPT Presentation
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: Making cubature work

Oxford-Man Institute of Quantitative Finance

Making cubature work

Terry LyonsWonjung Lee, Wei Pan, Greg Gyurko, Christian Litterer,

Maria Tchernychova,….With research support from ERC,ESRC,EPSRC, and the

Oxford Man Institute

Page 2: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 3: Making cubature work

Oxford-Man Institute of Quantitative Finance

Cubature and ray tracing

21/09/2012ICERM

deg 2 3 4 5 6 7 8 9 10 11 12 deg

seconds 16 30 49 76 124 161 217 288 375 474 590

seconds

Page 4: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 5: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 6: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 7: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 8: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Singular Integrals and Differentiability Properties of Functions (PMS-30) Elias M. Stein Cloth | 1971 | $99.95 / £69.95 | ISBN: 9780691080796 304 pp.

Page 9: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 10: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 11: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 12: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 13: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 14: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 15: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 16: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM

Page 17: Making cubature work

Oxford-Man Institute of Quantitative Finance 21/09/2012ICERM