Examinando por Autor "Marin, Freddy"
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Ítem An algorithmic approach for simulating realistic irregular lattices.(Universidad EAFIT, 2013-07-12) Duque, Juan C.; Betancourt, Alejandro; Marin, FreddyThere is a wide variety of computational experiments, or statistical simulations, in which regional scientists require regular and irregular lattices with a predefined number of polygons. While most commercial and free GIS software offer the possibility of generating regular lattices of any size, the generation of instances of irregular lattices is not a straightforward task. The most common strategy in this case is to find a real map that matches as closely as possible the required number of polygons. This practice is usually conducted without considering whether the topological characteristics of the selected map are close to those for an “average” map sampled in different parts of the world. In this paper, we propose an algorithm, RI-Maps, that combines fractal theory, stochastic calculus and computational geometry for simulating realistic irregular lattices with a predefined number of polygons. The irregular lattices generated with RI-Maps have guaranteed consistency in their topological characteristics, which reduces the potential distortions in the computational or statistical results due to an inappropriate selection of the lattices.Ítem Análisis, Descripción y Simulación de Modelos Estocásticos de Tasas de Interés(Universidad EAFIT, 2009) Palacio, S.; Marin, Freddy; Universidad EAFIT. Escuela de Ciencias. Grupo de Investigación Modelado MatemáticoÍtem ESTUDIO DE PROCESOS DE REVERSIÓN A LA MEDIA(Universidad EAFIT, 2008) Palacio, S.; Marin, Freddy; Universidad EAFIT. Escuela de Ciencias. Grupo de Investigación Modelado MatemáticoÍtem European Call option pricing by the Adomian decomposition method(Universidad EAFIT, 2011) Rodriguez, S.; Marin, Freddy; Rodriguez, S.; Marin, Freddy; Universidad EAFIT. Escuela de Ciencias; Modelado MatemáticoAn option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred to as exercising the option. The fixed price is termed the strike price, and the given date, the expiration date. A call option gives the right to buy the shares; a put option gives the right to sell the shares.Ítem Solución Numérica de Ecuaciones Diferenciales Parciales(Universidad EAFIT, 2013) Bastidas, M.; Marin, Freddy; Universidad EAFIT. Escuela de Ciencias. Grupo de Investigación Modelado MatemáticoÍtem Solución Numérica del Modelo de Heston con Reversión a la Media(Universidad EAFIT, 2013) Marin, Freddy; Echeverri, Laura Catalina; Universidad EAFIT. Escuela de Ciencias. Grupo de Investigación Modelado Matemático