Дисертації з теми "Whited model"
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Грушко, Юрій Володимирович. "Методи трасування променів у реальному часі". Master's thesis, Київ, 2018. https://ela.kpi.ua/handle/123456789/26709.
Повний текст джерелаRelevance of the topic. The actual task of computer graphics is to obtain realistic images that are actively in demand in industry, gaming and film industry. A photorealistic image is characterized by such effects as soft shadows, partial shade, caustic, dynamic blur, depth of field, fuzzy reflection, shine, translucency. Among the existing approaches of photorealistic visualization, ray tracing methods are the most accurate because they are based on a physical model of light propagation. There is a wide range of different ray-tracing methods, and therefore there is a need to select the most efficient, accurate ray-tracing methods that will, in average, work correctly for a wide range of static (future dynamic) scenes, and are being visualized. The object of the research is the process of physically sound rendering and the ray tracing process. The subject of research is the methods of ray tracing and methods for calculating the color rendering index. Objective: to study the methods of PBR (Physical Based Rendering), their simultaneous use to obtain the maximum effect of realism; assessment of the ability of a light source to detect all the frequencies of its color spectrum compared to the control light. The scientific novelty, or rather, an innovative solution, is that the engine developed implements the calculations of the color rendering index (CRI - Color Rendering Index) with a high degree of accuracy relative to the expected values of the control light sources. The practical value of the research is the development of a new PBRE, which employs empirical lighting models for rendering scenes; BRDF models such as Lambert, Oren Nayar, Torrens Sparrow, specular reflection, specular transmission and measured BRDF are implemented. Implemented support for several ray tracing techniques: Traced by Wyted and path tracing. Colors are calculated using spectral data and CIE XYZ color space in PBR scenes to achieve high color rendering. TTFD also supports Color Rendering Index (CRI) calculations. This indicator describes the ability of a light source to accurately reflect all the frequencies of its color spectrum compared to ideal reference light of a similar type. Structure and scope of work. Master thesis project consists of introduction, four chapters and conclusions. The introduction presents a general description of the work, assesses the current state of the problem, substantiates the relevance of the research area, formulates the goals and objectives of the research, shows the scientific novelty of the results and practical value of the work. The first section discusses the principles of colorimetry and radiometry. They form the basis of some key TTFD key features. In particular, color calculations and lighting / shading methods implemented in TTFD use the concept presented in this section. The second section deals with ray tracing: photorealistic rendering (visualization). Brief classification of ray tracing algorithms. Solution of the rendering equation. The third section presents the features of the implementation of the developed system. The fourth section presents approaches to testing the system as a whole and individual modules. The findings present the results of this work. The work is presented on 116 pages, contains links to the list of references used.
Актуальность темы. Актуальной задачей компьютерной графики является получение реалистичных изображений, которые активно пользуются спросом в промышленности, игровой индустрии и кино. Фотореалистичное изображение характеризуется такими эффектами, как мягкие тени, полутени, каустика, динамическое размытие, глубина резкости, нечеткие отражение, блеск, полупрозрачность. Среди существующих подходов фотореалистичной визуализации методы трассировки лучей являются наиболее точными, поскольку они базируются на физической модели распространения света. Существует богатый спектр различных методов трассировки лучей, следовательно появляется необходимость в выборке наиболее эффективных точных методов трассировки лучей, которые будут в средней степени правильно работать для широкого ряда статических (в будущем и динамических) сцен, проходят визуализацию. Объектом исследования является процесс физически обоснованного рендеринга и процесс трассировки лучей. Предметом исследования являются способы трассировки лучей и методы расчета индекса цветопередачи. Цель работы: исследование методов PBR (Physical Based Rendering), их одновременного использования для получения максимального эффекта реализма; оценка способности источника света выявлять все частоты его цветового спектра по сравнению с контрольным светом. Научная новизна, а точнее - инновационное решение, заключается в том, что разработан двигатель реализует вычисления индекса цветопередачи (CRI - Color Rendering Index) с высокой степенью точности относительно ожидаемых значений контрольных источников света. Практическая ценность проведенных исследований состоит в разработке нового PBRE, который для рендеринга сцен использует эмпирические модели освещения; реализованы такие модели BRDF, как Ламберта, Орена Найара, Торренса Спарроу, зеркального отражения, зеркального пропускания и измеренного BRDF. Реализована поддержка нескольких техник трассировки лучей: трассировки Уайтеда и трассировки пути. Рассчитываются цвета с использованием спектральных данных и цветовое пространство CIE XYZ в сценах PBR для достижения высокой цветопередачи. TTFD также поддерживает вычисления индекса цветопередачи (CRI - Color Rendering Index). Этот показатель описывает способность источника света точно отражать все частоты его цветового спектра по сравнению с идеальным эталонным светом аналогичного типа. Структура и объем работы. Магистерский дипломный проект состоит из введения, четырех глав и выводов. Во введении представлена общая характеристика работы, произведена оценка современного состояния проблемы, обоснована актуальность направления исследований, сформулированы цели и задачи исследований, показано научную новизну полученных результатов и практическую ценность работы. В первом разделе рассмотрены принципы колориметрии и радиометрии. Они составляют основу некоторых основных ключевых особенностей TTFD. В частности, расчет цвета и методы освещения / затенения, реализованные в TTFD, используют понятие, представленные данном разделе. Во втором разделе рассмотрены трассировки лучей: фотореалистичный рендеринг (визуализация). Краткая классификация алгоритмов трассировки лучей. Решение уравнения рендеринга. В третьем разделе приведены особенности реализации разработанной системы. В четвертом разделе представлены подходы к тестированию системы в целом и отдельных модулей. В выводах представлены результаты проведенной работы. Работа представлена на 116 листах, содержит ссылки на список использованных литературных источников.
Matthew, Mulamootil Ronnie Bolls Paul David. "Model ethnicity and product class involvement white Americans' attitude toward advertisements featuring Asian-Indian models /." Diss., Columbia, Mo. : University of Missouri--Columbia, 2007. http://hdl.handle.net/10355/4958.
Повний текст джерелаPatel, Riaz. "Approximating the Heston-Hull-White Model." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30881.
Повний текст джерелаFerizi, U. "Compartment models and model selection for in-vivo diffusion-MRI of human brain white matter." Thesis, University College London (University of London), 2014. http://discovery.ucl.ac.uk/1455976/.
Повний текст джерелаGarrett, Jennifer Nicole. "Texas white-tailed deer Internet harvest model." Thesis, [College Station, Tex. : Texas A&M University, 2006. http://hdl.handle.net/1969.1/ETD-TAMU-1213.
Повний текст джерелаPumprová, Zuzana. "Valuation Methods of Interest Rate Options." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73665.
Повний текст джерелаBadger, Amanda M. "White privilege and counseling : a model for expanding awareness /." Full-text of dissertation on the Internet (102 KB), 2009. http://www.lib.jmu.edu/general/etd/2009/Masters/Badger_Amanda/badgeram_masters_12-07-2009.pdf.
Повний текст джерелаTewolde, Finnan, and Jiahui Zhang. "Advanced Monte Carlo methods for the Hull–White model." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-39818.
Повний текст джерелаMaze, Sheldon. "Efficient implementation of the Heston-Hull & White model." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8521.
Повний текст джерелаA model with a stochastic interest rate process correlated to a stochastic volatility process is needed to accurately price long- dated contingent claims. Such a model should also price claims efficiently in order to allow for fast calibration. This dissertation explores the approximations for the characteristic function of the Heston-Hull&White model introduced by Grzelak and Oost- erlee (2011). Fourier-Cosine expansion pricing, due to Fang and Oosterlee (2008), is then used to price contingent claims under this model, which is implemented in MATLAB. We find that the model is efficient, accurate and has a relatively simple calibration procedure. In back-tests, it is determined that the Heston- Hull&White model produces better hedging profit and loss results than a Heston (1993) or a Black and Scholes (1973) model.
Carmelid, Simon. "Calibrating the Hull-White model using Adjoint Algorithmic Differentiation." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-214031.
Повний текст джерелаDenna uppsats innehåller en introduktion till Adjungerad Algoritmisk Differentiering (AAD), tillsammans med numeriska exempel, steg-för-steg beskrivningar samt körtidsjämförelser med en finit differensmetod. För att illustrera applicerbarheten av AAD i ett stokastiskt ramverk, tillämpas metoden i beräkningen av det arbitragefria priset och de partiella derivatorna av en europeisk köp-option, där den underliggande aktien har geometrisk Brownsk dynamik. Slutligen kalibreras Hull-White-modellen genom ett antal nollkupongsobligationer och swap-optioner. Via AAD beräknas de partiella derivatorna för modellen som sedan används i Newton-Raphsons metod för att finna markandens implicita volatilitet. Slutresultatet är en Monte Carlo-simulerad räntekurva och dess derivator med avseende på kalibreringsparametrarna, dvs. nollkupongs- och swap-optionspriserna.
Morgan, G. L. "Regional variation models of white matter microstructure." Thesis, University College London (University of London), 2012. http://discovery.ucl.ac.uk/1379541/.
Повний текст джерелаJarque, Junior Vito Manuel. "Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18510.
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This work aims to quantify the credit risk of Brazilian companies, by using tools whose refinement and precision is more and more required by financial institutions on credit loans. In this regard, It is analyzed the credit spread and default probabilities derived by the application of two risk models, whose authors are Robert C. Merton (1974), and John Hull, Izzy Nelken and Alan White (2004). In the end, It is also evaluated the model with the best adherence to Brazilian market.
Este trabalho tem como objetivo quantificar o risco de crédito de empresas do mercado brasileiro, lançando mão de ferramentas cujo aprimoramento e precisão são cada vez mais exigidos pelas instituições financeiras nas concessões de empréstimos. Para isso, analisam-se o spread de crédito e a probabilidade de default gerados a partir da aplicação de dois modelos de avaliação de risco, cujos autores são, respectivamente, Robert C. Merton (1974), e John Hull, Izzy Nelken e Alan White (2004). Por fim, comparam-se e analisam-se os resultados, avaliando aquele com melhor aderência ao mercado brasileiro.
Joel, Viklund. "Explaining the output of a black box model and a white box model: an illustrative comparison." Thesis, Uppsala universitet, Filosofiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-420889.
Повний текст джерелаPreval, S. P., M. A. Barstow, N. R. Badnell, I. Hubeny, and J. B. Holberg. "Hot DA white dwarf model atmosphere calculations: including improved Ni PI cross-sections." OXFORD UNIV PRESS, 2017. http://hdl.handle.net/10150/623044.
Повний текст джерелаKato, Aki. "A system model for white-tailed deer population management in northeastern Washington." Online access for everyone, 2007. http://www.dissertations.wsu.edu/Thesis/Summer2007/a_kato_062507.pdf.
Повний текст джерелаOchs, Nancy G. "Racial issues in White dyads: An investigation of Helms's interaction model." W&M ScholarWorks, 1992. https://scholarworks.wm.edu/etd/1539618677.
Повний текст джерелаScardovi, Elena. "Jarrow-Yildirim model for inflation: theory and applications." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2011. http://amslaurea.unibo.it/2289/.
Повний текст джерелаRenedo, Rouco Isabel. "Latest generation white dwarf cooling models : theory and applications." Doctoral thesis, Universitat Politècnica de Catalunya, 2014. http://hdl.handle.net/10803/285239.
Повний текст джерелаKitamura, Akihiro. "Selective white matter abnormalities in a novel rat model of vascular dementia." Kyoto University, 2012. http://hdl.handle.net/2433/157460.
Повний текст джерелаWeegman, Mitchell Dale. "The demography of the Greenland white-fronted goose." Thesis, University of Exeter, 2014. http://hdl.handle.net/10871/16211.
Повний текст джерелаPace, Micah D. "Effect of Stand Density on Behavior of Leaf Area Prediction Models for Eastern White Pine (Pinus strobus L.) in Maine." Fogler Library, University of Maine, 2003. http://www.library.umaine.edu/theses/pdf/PaceMD2003.pdf.
Повний текст джерелаWhisenant, Shane Weston. "White-tailed deer population dynamics and management on the Lyndon B. Johnson Space Center." Thesis, Texas A&M University, 2003. http://hdl.handle.net/1969.1/1190.
Повний текст джерелаLin, Xinyan. "Swaption Pricing under Hull-White Model using Finite Difference Method with Extension to European Cancellable Swap : Swaption Pricing under Hull-White Model using Finite Difference Method with Extension to European Cancellable Swap." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-27471.
Повний текст джерелаPiatkowski, Jakub Przemyslaw. "Probing the brain's white matter with diffusion MRI and a tissue dependent diffusion model." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/8850.
Повний текст джерелаGlue, Joshua Barnaby. "Engineering Allium White Rot Disease Resistance in Allium Species and Tobacco Model Species." Thesis, University of Canterbury. School of Biological Sciences, 2009. http://hdl.handle.net/10092/3513.
Повний текст джерелаRamsay, Douglas E. (Douglas Ewen) Carleton University Dissertation Management Studies. "Toward a predictive model of human resource requirements for white collar crime investigations." Ottawa, 1993.
Знайти повний текст джерелаLi, Yan. "Spatial dynamics modeling for data-poor species using examples of longline seabird bycatch and endangered white abalone." Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/64003.
Повний текст джерелаPh. D.
Flemmer, Malene. "Store choice models and consumption in Denmark and Spain : towards a consumer convergence?" Thesis, Manchester Metropolitan University, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.309886.
Повний текст джерелаSpringer, Matthew Thomas. "DISPERSAL BEHAVIOR OF WHITE-TAILED DEER IN AN AGRICULTURAL LANDSCAPE." OpenSIUC, 2017. https://opensiuc.lib.siu.edu/dissertations/1389.
Повний текст джерелаHakala, Michal. "Modely úrokových měr - praktické aspekty." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-359256.
Повний текст джерелаPannozzo, Mercede Alcina. "Effect of hypertension on the structural and functional integrity of the young and aged brain in an inducible transgenic model." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/9776.
Повний текст джерелаStamile, Claudio. "Unsupervised Models for White Matter Fiber-Bundles Analysis in Multiple Sclerosis." Thesis, Lyon, 2017. http://www.theses.fr/2017LYSE1147/document.
Повний текст джерелаDiffusion Magnetic Resonance Imaging (dMRI) is a meaningful technique for white matter (WM) fiber-tracking and microstructural characterization of axonal/neuronal integrity and connectivity. By measuring water molecules motion in the three directions of space, numerous parametric maps can be reconstructed. Among these, fractional anisotropy (FA), mean diffusivity (MD), and axial (λa) and radial (λr) diffusivities have extensively been used to investigate brain diseases. Overall, these findings demonstrated that WM and grey matter (GM) tissues are subjected to numerous microstructural alterations in multiple sclerosis (MS). However, it remains unclear whether these tissue alterations result from global processes, such as inflammatory cascades and/or neurodegenerative mechanisms, or local inflammatory and/or demyelinating lesions. Furthermore, these pathological events may occur along afferent or efferent WM fiber pathways, leading to antero- or retrograde degeneration. Thus, for a better understanding of MS pathological processes like its spatial and temporal progression, an accurate and sensitive characterization of WM fibers along their pathways is needed. By merging the spatial information of fiber tracking with the diffusion metrics derived obtained from longitudinal acquisitions, WM fiber-bundles could be modeled and analyzed along their profile. Such signal analysis of WM fibers can be performed by several methods providing either semi- or fully unsupervised solutions. In the first part of this work, we will give an overview of the studies already present in literature and we will focus our analysis on studies showing the interest of dMRI for WM characterization in MS. In the second part, we will introduce two new string-based methods, one semi-supervised and one unsupervised, to extract specific WM fiber-bundles. We will show how these algorithms allow to improve extraction of specific fiber-bundles compared to the approaches already present in literature. Moreover, in the second chapter, we will show an extension of the proposed method by coupling the string-based formalism with the spatial information of the fiber-tracks. In the third, and last part, we will describe, in order of complexity, three different fully automated algorithms to perform analysis of longitudinal changes visible along WM fiber-bundles in MS patients. These methods are based on Gaussian mixture model, nonnegative matrix and tensor factorisation respectively. Moreover, in order to validate our methods, we introduce a new model to simulate real longitudinal changes based on a generalised Gaussian probability density function. For those algorithms high levels of performances were obtained for the detection of small longitudinal changes along the WM fiber-bundles in MS patients. In conclusion, we propose, in this work, a new set of unsupervised algorithms to perform a sensitivity analysis of WM fiber bundle that would be useful for the characterisation of pathological alterations occurring in MS patients
Chen, Evan I.-Wen. "Frequency shift mapping in spinal cord models of white matter demyelination." Thesis, University of British Columbia, 2016. http://hdl.handle.net/2429/57926.
Повний текст джерелаScience, Faculty of
Physics and Astronomy, Department of
Graduate
Pilley, Elizabeth Sarah. "Effects of antenatal inflammation and postnatal oxygen fluctuation on developing white matter in a rodent model of prematurity." Thesis, University of Edinburgh, 2016. http://hdl.handle.net/1842/23619.
Повний текст джерелаChen, Aiqing. "Treatment of periventricular white matter injury in a rodent model by stem cell transplantation." Thesis, University of Newcastle Upon Tyne, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.506595.
Повний текст джерелаRome, Kevin Darnell. "An examination of a mentoring model on predominately white college campuses : a case study /." Digital version, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3008432.
Повний текст джерелаDominguez, María Mercedes. "The moderating role of problem solving in Black-White marriages: a common fate model." Diss., Kansas State University, 2017. http://hdl.handle.net/2097/38226.
Повний текст джерелаSchool of Family Studies and Human Services
Joyce Baptist
Sandra M. Stith
Black-White couples have the highest rate of divorce compared to other interracial pairings in the U.S. (Zhang & Hook, 2009). Given the racial climate in the United States that privileges White people (Burton et al., 2010; Hardy & Laszloffy, 2008; Killian, 2012), and the on-going opposition to Black-White unions (Pew Research Center, 2017), it is reasonable to expect that Black-White couples experience elevated stress from direct and indirect forms of racial discrimination. In order to identify factors that may help boost the resilience of non- divorced Black-White couples, this study used the Vulnerability Stress Adaptation (VSA) model of marriage (Karney & Bradbury, 1995) to better understand how problem-solving skills may buffer the impact of racial discrimination experienced by Black-White couples on marital satisfaction. The study included 178 Black-White heterosexual couples between the ages of 18 and 40. A common fate moderation analysis investigated whether problem-solving served as a mechanism through which Black-White couples were able to cultivate marital satisfaction despite the detrimental outcomes of discrimination experienced as an interracial couple. Results indicated that experiences of couple discrimination were negatively related to marital satisfaction and that couples’ problem-solving skills buffered the extent discrimination impacted couples’ marital satisfaction. The results have implications for therapists working with Black-White couples whether married or intending to marry. Research should further explore the impact discrimination experienced by interracial couples has on other aspects of relationships as well as on mental and physical health.
Snyder, Paula Jovon. "A comprehensive model of black student retention for predominantly white universities: Addressing the problem." CSUSB ScholarWorks, 1993. https://scholarworks.lib.csusb.edu/etd-project/645.
Повний текст джерелаLopez, Lopez Victor. "Swaption pricing under the single Hull White model through the analytical formula and Finite Difference Methods." Thesis, Mälardalens högskola, Utbildningsvetenskap och Matematik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-32332.
Повний текст джерелаIsraeli, Yeshayahu D. "Whitney Element Based Priors for Hierarchical Bayesian Models." Case Western Reserve University School of Graduate Studies / OhioLINK, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=case1621866603265673.
Повний текст джерелаMukherjee, Jayanta. "General non linear perturbation model of phase noise in LC oscillators." Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1149061925.
Повний текст джерелаDITOLLA, ROBERT JOHN. "RANDOM VIBRATION ANALYSIS BY THE POWER SPECTRUM AND RESPONSE SPECTRUM METHODS (WHITE NOISE, FINITE-ELEMENT, VANMARCKE, DENSITY, NASTRAN)." Diss., The University of Arizona, 1986. http://hdl.handle.net/10150/183836.
Повний текст джерелаChiou, Ying-Hsiang. "Model of exercise performance while wearing a respiratory protective mask." College Park, Md. : University of Maryland, 2004. http://hdl.handle.net/1903/1714.
Повний текст джерелаThesis research directed by: Dept. of Biological Resources Engineering. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
Knoche, Scott Daniel. "Travel cost models of deer hunting in Michigan." Diss., Connect to online resource - MSU authorized users, 2006.
Знайти повний текст джерелаPadhye, V. A. "A penalty finite element model for axisymmetric flows of power-law and white-metzner fluids." Thesis, Virginia Polytechnic Institute and State University, 1986. http://hdl.handle.net/10919/101358.
Повний текст джерелаM.S.
Shibata, Masunari. "White matter lesions and glial activation in a novel mouse model of chronic cerebral hypoperfusion." Kyoto University, 2005. http://hdl.handle.net/2433/144777.
Повний текст джерела0048
新制・課程博士
博士(医学)
甲第11453号
医博第2876号
新制||医||898(附属図書館)
23096
UT51-2005-D203
京都大学大学院医学研究科脳統御医科学系専攻
(主査)教授 大森 治紀, 教授 橋本 信夫, 教授 芹川 忠夫
学位規則第4条第1項該当
Panagiotaki, E. "Geometric models of brain white matter for microstructure imaging with diffusion MRI." Thesis, University College London (University of London), 2011. http://discovery.ucl.ac.uk/1310435/.
Повний текст джерелаJuchem, Neto João Plínio. "Modelo de Hull-White e algumas extensões com volatilidade estocástica : aproximações perturbativas." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2007. http://hdl.handle.net/10183/12563.
Повний текст джерелаIn this dissertation we work with the Hull-White model for the Term-Structure of Interest Rate (TSIR), considering the situation where the volatility is a deterministic function of time, and two extensions that follow a stochastic process uncorrelated with the interest rate: the first considers a geometric Brownian motion with zero drift, and the second a Ornstein-Uhlenbeck process with mean-reversion. We obtain perturbation approximations for the Zero-coupon bond prices using the Regular Perturbation Method when the parameters involving the volatility are small, and perform simulations for the constant coefficient case (Vasicek Model). Once this is done, we obtain a perturbative approximation for the yield curve, or TSIR. For the classical case we compare this approximation with the exact solution, and conclude that a fourth order perturbative approximation is very precise. For the cases with stochastic volatility, we compared the fourth order perturbative approximation with Monte Carlo simulations, and observed essentially the same qualitative behavior, mainly for short maturities.
Gluckstern, Marco Cesar. "Aplicação do modelo de Hull-White a precificação de opções sobre IDI." reponame:Repositório Institucional do FGV, 2001. http://hdl.handle.net/10438/4503.
Повний текст джерелаCom base na revisão da literatura, particularmente dos resultados empíricos, o modelo de Hull-White surge como uma alternativa ao modelo de Black para precificação de opções sobre juros. Foram feitos uma série de testes de aderência do modelo. A amostra utilizada para os testes considerou as opções de compra sobre 101 mais líquidas, medidas pelo número de contratos negociados, desde o início de sua negociação na BM&F até dezembro de 2000. O modelo foi implementado por meio de uma árvore trinomial e foram consideradas vinte variantes de implementação. Essas variantes são o resultado da implementação de dois modelos (Hull-White e Black-Karasinski), por dois métodos de interpolação da estrutura a termo (B-Spline e C-Spline) com cinco maneiras diferentes de se estimar a volatilidade. Para mensuração do grau de aderência, foi introduzida uma série de medidas, entre as quais se destaca o coeficiente de desigualdade de Theil, que pode ser decomposto em suas fontes características de erro. Uma delas, em particular, o coeficiente de proporcionalidade do viés, sugere uma revisão do modelo de Black, devido à presença de erros sistemáticos. Por meio do coeficiente de desigualdade de Theil, fica clara a superioridade do modelo de Hull-White sobre o modelo de Black. Embora o modelo de Hull-White tenha apresentado resultados de aderência melhores, ainda possui várias limitações conceituais. São sugeridos novos caminhos para superação destas limitações.
Rowe, M. C. "New tractography methods based on parametric models of white matter fibre dispersion." Thesis, University College London (University of London), 2015. http://discovery.ucl.ac.uk/1469802/.
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