Finite difference WENO schemes have established themselves as very worthy performers for entire classes of applications that involve hyperbolic conservation laws. In this paper we report on two major advances that make finite difference WENO schemes more efficient.
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3D scene modeling has long been a fundamental problem in computer graphics and computer vision. With the popularity of consumer-level RGB-D cameras, there is a growing interest in digitizing real-world indoor 3D scenes. However, modeling indoor
3D scenes remains a challenging problem because of the complex structure of interior objects and poor quality of RGB-D data acquired by consumer-level sensors. Various methods have been proposed to tackle these challenges. In this survey, we provide an overview of recent advances in indoor scene modeling techniques, as well as public datasets and code libraries which can facilitate experiments and evaluation.
Options is an important part of global financial market，with great influence on national economies. While most classic option pricing models are based on the assumption of a constant interest rate, economic data show that interest rates in reality frequently fluctuated under the influence of varying economic performances and monetary policies. As interest rate fluctuation is closely related to the value and expected return of options, it is worth discussing option pricing under stochastic interest
rate models. Since 1990s, scholars home and abroad have been conducting researches on this topic and have formulated price formulas for some types of options. However, because the pricing process involves two stochastic variables, the majority of previous studies employed sophisticated methods. As a result, their price formulas were too complicated to provide straightforward explanations of the parameters’ influence on option prices, unable to offer investors direct assistance.
This paper selects Vasicek interest rate model to describe interest rate’s stochastic movement, and discusses the pricing of European equity options whose underlying asset’s price follows Geometric Brownian Motions in a complete market. The paper’s value and innovation lie in the following aspects: ① It improves and simplifies the pricing methods for options under stochastic interest rate models, applies comparatively primary mathematical methods, and attains concise price formulas; ② it
52 conducts in-depth analysis of major parameters’ financial significance, which helps investors to make better investment decisions by estimating the variations in option prices corresponding to different parameters.