A model-free approach to multivariate option pricing

Author(s):  
Carole Bernard ◽  
Oleg Bondarenko ◽  
Steven Vanduffel
2018 ◽  
Author(s):  
Carole Bernard ◽  
Oleg Bondarenko ◽  
Steven Vanduffel

2017 ◽  
Vol 19 (48) ◽  
pp. 32381-32388 ◽  
Author(s):  
Anna G. Matveeva ◽  
Vyacheslav M. Nekrasov ◽  
Alexander G. Maryasov

The model-free approach used does not introduce systematic distortions in the computed distance distribution function between two spins and appears to result in noise grouping in the short distance range.


2011 ◽  
Vol 08 (01) ◽  
pp. 27-46 ◽  
Author(s):  
JORGE VILLAGRA ◽  
CARLOS BALAGUER

A new model-free approach to precisely control humanoid robot joints is presented in this article. An input–output online identification procedure will permit to compensate neglected or uncertain dynamics, such as, on the one hand, transmission and compliance nonlinear effects, and, on the other hand, network transmission delays. Robustness to parameter variations will be analyzed and compared to other advanced PID-based controllers. Simulations will show that not only good tracking quality can be obtained with this novel technique, but also that it provides a very robust behavior to the closed-loop system. Furthermore, a locomotion task will be tested in a complete humanoid simulator to highlight the suitability of this control approach for such complex systems.


Author(s):  
R. Ronsse ◽  
B. Koopman ◽  
N. Vitiello ◽  
T. Lenzi ◽  
S. M. M. De Rossi ◽  
...  

2011 ◽  
pp. 285-310 ◽  
Author(s):  
Massimo Pacella ◽  
Quirico Semeraro ◽  
Alfredo Anglani

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