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math.NA2022
Elevator Optimization: Application of Spatial Process and Gibbs Random Field Approaches for Dumbwaiter Modeling and Multi-Dumbwaiter Systems
Zheng Cao, Benjamin Lu Davis, Wanchaloem Wunkaew +1
This research investigates analytical and quantitative methods for simulating elevator optimizations. To maximize overall elevator usage, we concentrate on creating a multiple-user…
math.NA2022
Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model
Wanchaloem Wunkaew, Yuqing Liu, Kirill V. Golubnichiy
In the paper written by Klibanov et al, it proposes a novel method to calculate implied volatility of a European stock options as a solution to ill-posed inverse problem for the Bl…