Panjerjeva rekurzija proti hitri Fourierjevi transformaciji za sestavljene porazdelitve

delo diplomskega seminarja

Ana Petrovič (Author), Dejan Velušček (Mentor)

Abstract

Keywords

matematika;metoda zaokroževanja;ekstrapolacija;Panjerjeva rekurzija;stroga stabilnost;hitra Fourierjeva transformacija;diskretna Fourierjeva transformacija;napaka ovijanja;eksponentno nagibanje;

Data

Language:	Slovenian
Year of publishing:	2012
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[A. Petrovič]
UDC:	519.2
COBISS:	16728409
Views:	730
Downloads:	359
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Panjer recursion versus FFT for compound distributions
Secondary keywords:	mathematics;rounding method;extrapolation;Panjer recursion;strictly stable;fast Fourier transformation;discrete Fourier transformation;aliasing error;exponential tilting;
Type (COBISS):	Final seminar paper
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	38 str.
ID:	10911082