Het prijzen van Bitcoin opties met behulp van de ddCOS methode

Parallel Approach to Derivative-Free Optimization: Implementing the DONE Algorithm on a GPU

Researchers at Delft University of Technology have recently developed an algorithm for optimizing noisy, expensive and possibly nonconvex objective functions for which no derivatives are available. The data-based online nonlinear extremum-seeker (DONE) was originally developed for sensorless wavefront aberration correction in optical coherence...

Gaussian Hardy Spaces

In this thesis we study a preprint by Pierre Portal that introduces Gaussian Hardy Spaces and proves equivalence of norms.