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Table 1: Data for the test cases. European xed strike call options. Limit as frequency of obser- vation becomes continuous.
"... In PAGE 18: ... We considered two cases of xed strike Asian call options. The data for these cases is listed in Table1 . The results for the FSG method are given in Table 2.... ..."
Table 2. Braking before impact for the vehicles striking the 108 pedestrians
"... In PAGE 27: ...peed in this configuration to 12.13 m/s. In this configuration, the worst case is considered to calculate the error. Table2 : Summary of error parameters calculated. Test Delta V error Headform 0.... In PAGE 52: ... Box-Tidwell transformations and subsequent quartile analyses of impact speed and PS/HH suggested that PS/HH should be modeled as continuous and linear and impact speed as continuous but logarithmic in the logit. Table2 shows estimated coefficients, log- likelihood, goodness-of-fit, and measures of association for three models based on log(impact speed) only (model 1), log(impact speed) and PS/HH (model 2), and log(impact speed), PS/HH, and the interaction between these two variables (model 3). According to the goodness-of-fit measures, all three models appear to provide adequate fit of the data.... In PAGE 72: ... RESULTS Pre-Crash Characteristics Braking Before Impact - The OTS pedestrian database recorded details of any braking believed to be performed by each car before it struck the pedestrian. Table2 shows these details for the 108 pedestrian casualties in the sample. Table 2.... In PAGE 84: ... Illustration of the ULP finite element head model. Tolerance limits for this model have been established by reconstructing 64 real world accident cases [7, 8] and summarized in Table2 . In order to evaluate the relevance of active protective panel on the windscreen, these limits will be used to predict the severity of head injuries and will be considered for further panel optimisation.... In PAGE 84: ... In order to evaluate the relevance of active protective panel on the windscreen, these limits will be used to predict the severity of head injuries and will be considered for further panel optimisation. Table2 . Tolerance limits related to the ULP head FE model [8].... ..."
Table 3 Burgers Test, MSLM (L2-orthogonal) The MSLM does not show a signi cantly di erent behavior than the NGM. Ac- cordingly, the ignoring of the linear term (qt; ) appears justi ed. In the case of the RNCM it strikes that despite large errors for small N (coarse grid resolution), already for N = 16 the error is nearly of the same size as that of the MSLM or the NGM. This result con rms our theoretical analysis according to which the RNCM is asymptotically of the same accuracy as the other schemes. In the previous calculations exclusively L2-orthogonal space decomposition has
in A Comparative Study Of Nonlinear Galerkin Finite Element Methods For Dissipative Evolution Problems
TABLE I Striking Characteristics
Table 1. Clearly the results are very positive. The error_percentage of our fuzzy integral model is rather lower than using the S-K model. When the number of cases increases, our model can strikingly reduce the competence error compared to the S-K model. We should also point out that in our experiment, the case-base considered has a non-uniform distribution, but in the situation of uniform distributed case-bases, the fuzzy integral competence model can still be used. Because if there is no weak-link, the competence computed by the fuzzy integral model is equal to the results of the S-K model, which has been proved to be effective. Thus, the uniform distributed case-base is a special case for our model.
Table 11 Bermudan Swaption (two factor case)
1997
"... In PAGE 19: ... The early exercise premium in the two factor case is more sensitive to the strike rate than in the one factor case and is generally larger especially when the option maturity is longer. Bermudan swaption calculations are given in Table11 . As in the one factor case, Bermudan swaptions have larger values than European swaptions.... ..."
Cited by 2
Table 5: Strikes and Strikers in 1953
"... In PAGE 25: ... The politics of protest was marked by a set of strikes from April to July, 1953, which was two years after the Minister of Defense announced the law against strikes.43 Table5 shows the strikes that took place from April to July, 1953, which involved the majority of the labourers. In total, the company lost over 60 working days.... ..."
Table 2: The e ect of modifying the contract speci cation according to (19). The value of a standard shout put option with a single exercise opportunity with various maximum strike settings, 0 K Kmax. In the Black-Scholes setting we are able to use a similarity solution (see equation (9)) which allows us to determine V for any strike setting K . For these test cases we use the same K discretization for all problems with 200 nodes and extend it to the desired computational domain, 0 K Kmax. For S direction, we use the computational domain, 0 S max(K2 max=K0; 100Kmax) for non-similarity solutions and 0 S 100K0 for similarity solutions. Both of these contracts have unbounded optimal exercise boundaries. Crank-Nicolson timestepping was used with 200 timesteps. The CEV model is described in equation (21). Note that we are not attempting to converge to the exact solution, rather we are studying the e ect of our approximation of the original contract. Parameters used: BS = :25, r = :06, K0 = $100, S0 = $100, T = 5 years.
1999
"... In PAGE 12: ... Since we are using an unstruc- tured discretization we are able to extend the computational domain without hindering performance by adding several large cells at the end of the domain. In Table2 we study the... ..."
Cited by 10
Table 2. Floating strike lookbacks
Table 11c : Example 4 - Multiple Resonance Excitation II : { E ects on the simulated rms velocity at 5 points for open loop, H1 full state controller with and without r(t) and for the H1 compensator with r(t) and Cases I, II. Results for the time interval [ 3 75; 30 75], with 2 = 1. The cavity pressure at the time instant T = 10 75 sec for all six di erent types of input voltage is presented in Figure 5. It can be observed from these plots that the cavity pressure for Case I is somewhat between the open loop case and the output feedback case. The similarity between Case II and that of the full state without r(t) is rather striking.
"... In PAGE 33: ...cavity points they perform worse than the open loop case as seen on Table11 a. For some cavity points Case I gives somewhat better pressure levels than Case II and for some other, the reverse is observed.... In PAGE 33: ...6 87.4 Table11 a : Example 4 - Multiple Resonance Excitation II : { E ects on the simulated rms voltage and cavity pressure at 5 points for open loop, H1 full state controller with and without r(t) and for the H1 compensator with r(t) and Cases I, II. Results for the time interval [ 3 75; 30 75], with 2 = 1.... In PAGE 33: ...4 34.6 Table11 b : Example 4 - Multiple Resonance Excitation II : { E ects on the simulated rms displacement at 5 points for open loop, H1 full state controller with and without r(t) and for the H1 compensator with r(t) and Cases I, II. Results for the time interval [ 3 75; 30 75], with 2 = 1.... ..."
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