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Least-squares reverse time migration in visco-acoustic media based on symplectic stereo-modeling method
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作者 LI Jingshuang ZHANG Xiangjia +1 位作者 HE Xijun ZHOU Yanjie 《Global Geology》 2023年第4期237-250,共14页
The authors proposed a symplectic stereo-modeling method(SSM)in the Birkhoffian dynam-ics and apply it to the visco-acoustic least-squares reverse time migration(LSRTM).The SSM adopts ste-reo-modeling operator in spac... The authors proposed a symplectic stereo-modeling method(SSM)in the Birkhoffian dynam-ics and apply it to the visco-acoustic least-squares reverse time migration(LSRTM).The SSM adopts ste-reo-modeling operator in space and symplectic Runge-Kutta scheme in time,resulting in great ability in suppressing numerical dispersion and long-time computing.These advantages are further confirmed by numerical dispersion analysis,long-time computation test and computational efficiency comparison.After these theoretical analyses and experiments,acoustic and visco-acoustic LSRTM are tested and compared between SSM method and the conventional symplectic method(CSM)using the fault and marmousi models.Meanwhile,dynamic source encoding and exponential decay moving average gradients method are adopted to reduce the computation cost and improve the convergence rate.The imaging results show that LSRTM based on visco-acoustic wave equations effectively takes into account the influence of viscosity can therefore compensate for the amplitude attenuation.Besides,SSM method not only has high numerical accuracy and computational efficiency,but also performs effectively in LSRTM. 展开更多
关键词 least-squares reverse time migration visco-acoustic equation Birkhoffian dynamic symplectic stereo-modeling dynamic source encoding
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Least-Squares及Galerkin谱元方法求解环形区域内的泊松方程 被引量:1
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作者 王亚洲 秦国良 《西安交通大学学报》 EI CAS CSCD 北大核心 2017年第5期121-127,共7页
为研究基于Least-Squares变分及Galerkin变分两种形式的谱元方法的求解特性,推导了极坐标系中采用两种变分方法求解环形区域内Poisson方程时对应的弱解形式,采用Chebyshev多项式构造插值基函数进行空间离散,得到两种谱元方法对应的代数... 为研究基于Least-Squares变分及Galerkin变分两种形式的谱元方法的求解特性,推导了极坐标系中采用两种变分方法求解环形区域内Poisson方程时对应的弱解形式,采用Chebyshev多项式构造插值基函数进行空间离散,得到两种谱元方法对应的代数方程组,由此分析了系数矩阵结构的特点。数值计算结果显示:Least-Squares谱元方法为实现方程的降阶而引入新的求解变量,使得代数方程组形式更为复杂,但边界条件的处理比Galerkin谱元方法更为简单;两种谱元方法均能求解极坐标系中的Poisson方程且能获得高精度的数值解,二者绝对误差分布基本一致;固定单元内的插值阶数时,增加单元数可减小数值误差,且表现出代数精度的特点,误差降低速度较慢,而固定单元数时,在一定范围内数值误差随插值阶数的增加而减小的速度更快,表现出谱精度的特点;单元内插值阶数较高时,代数方程组系数矩阵的条件数急剧增多,方程组呈现病态,数值误差增大,这一特点限制了单元内插值阶数的取值。研究内容对深入了解两种谱元方法在极坐标系中求解Poisson方程时的特点、进一步采用相关分裂算法求解实际流动问题具有参考价值。 展开更多
关键词 least-squares变分 Galerkin变分 谱元方法 POISSON方程 极坐标系
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Regularized least-squares migration of simultaneous-source seismic data with adaptive singular spectrum analysis 被引量:11
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作者 Chuang Li Jian-Ping Huang +1 位作者 Zhen-Chun Li Rong-Rong Wang 《Petroleum Science》 SCIE CAS CSCD 2017年第1期61-74,共14页
Simultaneous-source acquisition has been recog- nized as an economic and efficient acquisition method, but the direct imaging of the simultaneous-source data produces migration artifacts because of the interference of... Simultaneous-source acquisition has been recog- nized as an economic and efficient acquisition method, but the direct imaging of the simultaneous-source data produces migration artifacts because of the interference of adjacent sources. To overcome this problem, we propose the regularized least-squares reverse time migration method (RLSRTM) using the singular spectrum analysis technique that imposes sparseness constraints on the inverted model. Additionally, the difference spectrum theory of singular values is presented so that RLSRTM can be implemented adaptively to eliminate the migration artifacts. With numerical tests on a fiat layer model and a Marmousi model, we validate the superior imaging quality, efficiency and convergence of RLSRTM compared with LSRTM when dealing with simultaneoussource data, incomplete data and noisy data. 展开更多
关键词 least-squares migration Adaptive singularspectrum analysis Regularization Blended data
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Quantitative energy-dispersive X-ray fluorescence analysis for unknown samples using full-spectrum least-squares regression 被引量:6
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作者 Yong-Li Liu Qing-Xian Zhang +2 位作者 Jian Zhang Hai-Tao Bai Liang-Quan Ge 《Nuclear Science and Techniques》 SCIE CAS CSCD 2019年第3期149-159,共11页
The full-spectrum least-squares(FSLS) method is introduced to perform quantitative energy-dispersive X-ray fluorescence analysis for unknown solid samples.Based on the conventional least-squares principle, this spectr... The full-spectrum least-squares(FSLS) method is introduced to perform quantitative energy-dispersive X-ray fluorescence analysis for unknown solid samples.Based on the conventional least-squares principle, this spectrum evaluation method is able to obtain the background-corrected and interference-free net peaks, which is significant for quantization analyses. A variety of analytical parameters and functions to describe the features of the fluorescence spectra of pure elements are used and established, such as the mass absorption coefficient, the Gi factor, and fundamental fluorescence formulas. The FSLS iterative program was compiled in the C language. The content of each component should reach the convergence criterion at the end of the calculations. After a basic theory analysis and experimental preparation, 13 national standard soil samples were detected using a spectrometer to test the feasibility of using the algorithm. The results show that the calculated contents of Ti, Fe, Ni, Cu, and Zn have the same changing tendency as the corresponding standard content in the 13 reference samples. Accuracies of 0.35% and 14.03% are obtained, respectively, for Fe and Ti, whose standard concentrations are 8.82% and 0.578%, respectively. However, the calculated results of trace elements (only tens of lg/g) deviate from the standard values. This may be because of measurement accuracy and mutual effects between the elements. 展开更多
关键词 Energy-dispersive X-ray fluorescence analysis Full-spectrum least-squares METHOD Effective atomic number Mass attenuation coefficient Fundamental parameter METHOD
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LEAST-SQUARES METHOD-BASED FEATURE FITTING AND EXTRACTION IN REVERSE ENGINEERING 被引量:3
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作者 Ke YinglinSun QingLu ZhenCollege of Mechanical andEnergy Engineering,Zhejiang University,Hangzhou 310027, China 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2003年第2期163-166,共4页
The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features becau... The main purpose of reverse engineering is to convert discrete data pointsinto piecewise smooth, continuous surface models. Before carrying out model reconstruction it issignificant to extract geometric features because the quality of modeling greatly depends on therepresentation of features. Some fitting techniques of natural quadric surfaces with least-squaresmethod are described. And these techniques can be directly used to extract quadric surfaces featuresduring the process of segmentation for point cloud. 展开更多
关键词 reverse engineering feature extraction least-squares method segmentationand surface fitting
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ON THE BREAKDOWNS OF THE GALERKIN AND LEAST-SQUARES METHODS 被引量:2
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作者 Zhong Baojiang(钟宝江) 《Numerical Mathematics A Journal of Chinese Universities(English Series)》 SCIE 2002年第2期137-148,共12页
The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of t... The Galerkin and least-squares methods are two classes of the most popular Krylov subspace methOds for solving large linear systems of equations. Unfortunately, both the methods may suffer from serious breakdowns of the same type: In a breakdown situation the Galerkin method is unable to calculate an approximate solution, while the least-squares method, although does not really break down, is unsucessful in reducing the norm of its residual. In this paper we first establish a unified theorem which gives a relationship between breakdowns in the two methods. We further illustrate theoretically and experimentally that if the coefficient matrix of a lienar system is of high defectiveness with the associated eigenvalues less than 1, then the restarted Galerkin and least-squares methods will be in great risks of complete breakdowns. It appears that our findings may help to understand phenomena observed practically and to derive treatments for breakdowns of this type. 展开更多
关键词 large linear systems iterative methods Krylov subspace methods GALERKIN method least-squares method FOM GMRES breakdown stagnation restarting preconditioners.
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Least-squares finite-element method for shallow-water equations with source terms 被引量:2
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作者 Shin-Jye Liang Tai-Wen Hsu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2009年第5期597-610,共14页
Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of s... Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of source terms in momentum equations, such as the bottom slope and friction of bed, compounds the difficulties further. In this paper, a least-squares finite-element method for the space discretization and θ-method for the time integration is developed for the 2D non-conservative SWE including the source terms. Advantages of the method include: the source terms can be approximated easily with interpolation functions, no upwind scheme is needed, as well as the resulting system equations is symmetric and positive-definite, therefore, can be solved efficiently with the conjugate gradient method. The method is applied to steady and unsteady flows, subcritical and transcritical flow over a bump, 1D and 2D circular dam-break, wave past a circular cylinder, as well as wave past a hump. Computed results show good C-property, conservation property and compare well with exact solutions and other numerical results for flows with weak and mild gradient changes, but lead to inaccurate predictions for flows with strong gradient changes and discontinuities. 展开更多
关键词 Shallow-water equations Source terms least-squares finite-element method DAM-BREAK C-property
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NEGATIVE NORM LEAST-SQUARES METHODS FOR THE INCOMPRESSIBLE MAGNETOHYDRODYNAMIC EQUATIONS 被引量:2
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作者 高少芹 段火元 《Acta Mathematica Scientia》 SCIE CSCD 2008年第3期675-684,共10页
The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not... The purpose of this article is to develop and analyze least-squares approximations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not subjected to the so-called Ladyzhenskaya-Babuska-Brezzi (LBB) condition. The authors employ least-squares functionals which involve a discrete inner product which is related to the inner product in H^-1(Ω). 展开更多
关键词 The incompressible MHDs equation negative norm VORTICITY least-squares mixed finite element method
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Nonlinear total least-squares variance component estimation for GM(1,1)model 被引量:2
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作者 Leyang Wang Jianqiang Sun Qiwen Wu 《Geodesy and Geodynamics》 CSCD 2021年第3期211-217,共7页
The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-pr... The solution of the grey model(GM(1,1)model)generally involves equal-precision observations,and the(co)variance matrix is established from the prior information.However,the data are generally available with unequal-precision measurements in reality.To deal with the errors of all observations for GM(1,1)model with errors-in-variables(EIV)structure,we exploit the total least-squares(TLS)algorithm to estimate the parameters of GM(1,1)model in this paper.Ignoring that the effect of the improper prior stochastic model and the homologous observations may degrade the accuracy of parameter estimation,we further present a nonlinear total least-squares variance component estimation approach for GM(1,1)model,which resorts to the minimum norm quadratic unbiased estimation(MINQUE).The practical and simulative experiments indicate that the presented approach has significant merits in improving the predictive accuracy in comparison with control methods. 展开更多
关键词 GM(1 1)model Minimum norm quadratic unbiased estimation(MINQUE) Total least-squares(TLS) Unequal-precision measurement Variance component estimation(VCE)
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A partial least-squares regression approach to land use studies in the Suzhou-Wuxi-Changzhou region 被引量:1
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作者 ZHANG Yang ZHOU Chenghu ZHANG Yongmin 《Journal of Geographical Sciences》 SCIE CSCD 2007年第2期234-244,共11页
In several LUCC studies, statistical methods are being used to analyze land use data. A problem using conventional statistical methods in land use analysis is that these methods assume the data to be statistically ind... In several LUCC studies, statistical methods are being used to analyze land use data. A problem using conventional statistical methods in land use analysis is that these methods assume the data to be statistically independent. But in fact, they have the tendency to be dependent, a phenomenon known as multicollinearity, especially in the cases of few observations. In this paper, a Partial Least-Squares (PLS) regression approach is developed to study relationships between land use and its influencing factors through a case study of the Suzhou-Wuxi-Changzhou region in China. Multicollinearity exists in the dataset and the number of variables is high compared to the number of observations. Four PLS factors are selected through a preliminary analysis. The correlation analyses between land use and influencing factors demonstrate the land use character of rural industrialization and urbanization in the Suzhou-Wuxi-Changzhou region, meanwhile illustrate that the first PLS factor has enough ability to best describe land use patterns quantitatively, and most of the statistical relations derived from it accord with the fact. By the decreasing capacity of the PLS factors, the reliability of model outcome decreases correspondingly. 展开更多
关键词 land use multivariate data analysis partial least-squares regression Suzhou-Wuxi-Changzhou region MULTICOLLINEARITY
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A Quadratic Constraint Total Least-squares Algorithm for Hyperbolic Location 被引量:2
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作者 Kai YANG Jianping AN Zhan XU 《International Journal of Communications, Network and System Sciences》 2008年第2期130-135,共6页
A novel algorithm for source location by utilizing the time difference of arrival (TDOA) measurements of a signal received at spatially separated sensors is proposed. The algorithm is based on quadratic constraint tot... A novel algorithm for source location by utilizing the time difference of arrival (TDOA) measurements of a signal received at spatially separated sensors is proposed. The algorithm is based on quadratic constraint total least-squares (QC-TLS) method and gives an explicit solution. The total least-squares method is a generalized data fitting method that is appropriate for cases when the system model contains error or is not known exactly, and quadratic constraint, which could be realized via Lagrange multipliers technique, could constrain the solution to the location equations to improve location accuracy. Comparisons of performance with ordinary least-squares are made, and Monte Carlo simulations are performed. Simulation results indicate that the proposed algorithm has high location accuracy and achieves accuracy close to the Cramer-Rao lower bound (CRLB) near the small TDOA measurement error region. 展开更多
关键词 LOCATION Time DIFFERENCE of ARRIVAL TOTAL least-squares
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PCR ALGORITHM FOR PARALLEL COMPUTING MINIMUM-NORM LEAST-SQUARES SOLUTION OF INCONSISTENT LINEAR EQUATIONS
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作者 王国荣 《Numerical Mathematics A Journal of Chinese Universities(English Series)》 SCIE 1993年第1期1-10,共10页
This paper presents a new highly parallel algorithm for computing the minimum-norm least-squares solution of inconsistent linear equations Ax = b(A∈Rm×n,b∈R (A)). By this algorithm the solution x = A + b is obt... This paper presents a new highly parallel algorithm for computing the minimum-norm least-squares solution of inconsistent linear equations Ax = b(A∈Rm×n,b∈R (A)). By this algorithm the solution x = A + b is obtained in T = n(log2m + log2(n - r + 1) + 5) + log2m + 1 steps with P=mn processors when m × 2(n - 1) and with P = 2n(n - 1) processors otherwise. 展开更多
关键词 Parallel ALGORITHM the minimum-norm least-squares solution inconsistent linear EQUATIONS generalized inverse.
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Common least-squares solution to some matrix equations
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作者 REHMAN Abdur WANG Qingwen 《上海大学学报(自然科学版)》 CAS CSCD 北大核心 2017年第2期267-275,共9页
Necessary and sufficient conditions are derived for some matrix equations that have a common least-squares solution.A general expression is provided when certain resolvable conditions are satisfied.This research exten... Necessary and sufficient conditions are derived for some matrix equations that have a common least-squares solution.A general expression is provided when certain resolvable conditions are satisfied.This research extends existing work in the literature. 展开更多
关键词 matrix equation least-squares SOLUTION EXPLICIT SOLUTION Moore-Penrose INVERSE RANK
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NEW EFFICIENT ORDER-RECURSIVE LEAST-SQUARES ALGORITHMS
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作者 尤肖虎 何振亚 《Journal of Southeast University(English Edition)》 EI CAS 1989年第2期1-10,共10页
Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order ... Order-recursive least-squares(ORLS)algorithms are applied to the prob-lems of estimation and identification of FIR or ARMA system parameters where a fixedset of input signal samples is available and the desired order of the underlying model isunknown.On the basis of several universal formulae for updating nonsymmetric projec-tion operators,this paper presents three kinds of LS algorithms,called nonsymmetric,symmetric and square root normalized fast ORLS algorithms,respectively.As to the au-thors’ knowledge,the first and the third have not been so far provided,and the second isone of those which have the lowest computational requirement.Several simplified versionsof the algorithms are also considered. 展开更多
关键词 SIGNAL PROCESSING PARAMETER estimation/fast RECURSIVE least-squares algorithm
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LEAST-SQUARES MIXED FINITE ELEMENT METHOD FOR A CLASS OF STOKES EQUATION
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作者 顾海明 羊丹平 +1 位作者 隋树林 刘新民 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第5期557-566,共10页
A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary ... A least-squares mixed finite element method was formulated for a class of Stokes equations in two dimensional domains. The steady state and the time-dependent Stokes' equations were considered. For the stationary equation, optimal H-t and L-2-error estimates are derived under the standard regularity assumption on the finite element partition ( the LBB-condition is not required). Far the evolutionary equation, optimal L-2 estimates are derived under the conventional Raviart-Thomas spaces. 展开更多
关键词 least-squares mixed finite element method error estimates
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An Adaptive Least-Squares Mixed Finite Element Method for Fourth Order Parabolic Problems
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作者 Ning Chen Haiming Gu 《Applied Mathematics》 2013年第4期675-679,共5页
A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approxi... A least-squares mixed finite element (LSMFE) method for the numerical solution of fourth order parabolic problems analyzed and developed in this paper. The Ciarlet-Raviart mixed finite element space is used to approximate. The a posteriori error estimator which is needed in the adaptive refinement algorithm is proposed. The local evaluation of the least-squares functional serves as a posteriori error estimator. The posteriori errors are effectively estimated. The convergence of the adaptive least-squares mixed finite element method is proved. 展开更多
关键词 ADAPTIVE METHOD least-squares Mixed Finite Element METHOD FOURTH Order Parabolic Problems least-squares Functional A POSTERIORI Error
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PARTIAL LEAST-SQUARES(PLS)REGRESSION AND SPECTROPHOTOMETRY AS APPLIED TO THE ANALYSIS OF MULTICOMPONENT MIXTURES
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作者 Xin An LIU Le Ming SHI +4 位作者 Zhi Hong XU Zhong Xiao PAN Zhi Liang LI Ying GAO Laboratory No.502,Institute of Chemical Defense,Beijing 102205 Laboratory of Computer Chemistry,Institute of Chemical Metallurgy,Chinese Academy of Sciences,Beijing 100080 《Chinese Chemical Letters》 SCIE CAS CSCD 1991年第3期233-236,共4页
The UV absorption spectra of o-naphthol,α-naphthylamine,2,7-dihydroxy naphthalene,2,4-dimethoxy ben- zaldehyde and methyl salicylate,overlap severely;therefore it is impossible to determine them in mixtures by tradit... The UV absorption spectra of o-naphthol,α-naphthylamine,2,7-dihydroxy naphthalene,2,4-dimethoxy ben- zaldehyde and methyl salicylate,overlap severely;therefore it is impossible to determine them in mixtures by traditional spectrophotometric methods.In this paper,the partial least-squares(PLS)regression is applied to the simultaneous determination of these compounds in mixtures by UV spectrophtometry without any pretreatment of the samples.Ten synthetic mixture samples are analyzed by the proposed method.The mean recoveries are 99.4%,996%,100.2%,99.3% and 99.1%,and the relative standard deviations(RSD) are 1.87%,1.98%,1.94%,0.960% and 0.672%,respectively. 展开更多
关键词 PLS)REGRESSION AND SPECTROPHOTOMETRY AS APPLIED TO THE ANALYSIS OF MULTICOMPONENT MIXTURES PARTIAL least-squares AS
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Least-Squares Finite Element Method for the Steady Upper-Convected Maxwell Fluid
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作者 Shaoling Zhou Lei Hou 《Advances in Pure Mathematics》 2015年第5期233-239,共7页
In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the line... In this paper, a least-squares finite element method for the upper-convected Maxell (UCM) fluid is proposed. We first linearize the constitutive and momentum equations and then apply a least-squares method to the linearized version of the viscoelastic UCM model. The L2 least-squares functional involves the residuals of each equation multiplied by proper weights. The corresponding homogeneous functional is equivalent to a natural norm. The error estimates of the finite element solution are analyzed when the conforming piecewise polynomial elements are used for the unknowns. 展开更多
关键词 Upper-Convected MAXWELL FLUID least-squares Finite Element Method VISCOELASTIC FLUID Model
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Fuzzy Least-Squares Linear Regression Approach to Ascertain Stochastic Demand in the Vehicle Routing Problem
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作者 Fatemeh Torfi Reza Zanjirani Farahani Iraj Mahdavi 《Applied Mathematics》 2011年第1期64-73,共10页
Estimation of stochastic demand in physical distribution in general and efficient transport routs management in particular is emerging as a crucial factor in urban planning domain. It is particularly important in some... Estimation of stochastic demand in physical distribution in general and efficient transport routs management in particular is emerging as a crucial factor in urban planning domain. It is particularly important in some municipalities such as Tehran where a sound demand management calls for a realistic analysis of the routing system. The methodology involved critically investigating a fuzzy least-squares linear regression approach (FLLRs) to estimate the stochastic demands in the vehicle routing problem (VRP) bearing in mind the customer's preferences order. A FLLR method is proposed in solving the VRP with stochastic demands: approximate-distance fuzzy least-squares (ADFL) estimator ADFL estimator is applied to original data taken from a case study. The SSR values of the ADFL estimator and real demand are obtained and then compared to SSR values of the nominal demand and real demand. Empirical results showed that the proposed method can be viable in solving problems under circumstances of having vague and imprecise performance ratings. The results further proved that application of the ADFL was realistic and efficient estimator to face the sto- chastic demand challenges in vehicle routing system management and solve relevant problems. 展开更多
关键词 FUZZY least-squares STOCHASTIC LOCATION ROUTING Problems
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Complex derivatives valuation: applying the Least-Squares Monte Carlo Simulation Method with several polynomial basis
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作者 Ursula Silveira Monteiro de Lima Carlos Patricio Samanez 《Financial Innovation》 2016年第1期1-14,共14页
Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the b... Background:This article investigates the Least-Squares Monte Carlo Method by using different polynomial basis in American Asian Options pricing.The standard approach in the option pricing literature is to choose the basis arbitrarily.By comparing four different polynomial basis we show that the choice of basis interferes in the option's price.Methods:We assess Least-Squares Method performance in pricing four different American Asian Options by using four polynomial basis:Power,Laguerre,Legendre and Hermite A.To every American Asian Option priced,three sets of parameters are used in order to evaluate it properly.Results:We show that the choice of the basis interferes in the option's price by showing that one of them converges to the option's value faster than any other by using fewer simulated paths.In the case of an Amerasian call option,for example,we find that the preferable polynomial basis is Hermite A.For an Amerasian put option,the Power polynomial basis is recommended.Such empirical outcome is theoretically unpredictable,since in principle all basis can be indistinctly used when pricing the derivative.Conclusion:In this article The Least-Squares Monte Carlo Method performance is assessed in pricing four different types of American Asian Options by using four different polynomial basis through three different sets of parameters.Our results suggest that one polynomial basis is best suited to perform the method when pricing an American Asian option.Theoretically all basis can be indistinctly used when pricing the derivative.However,our results does not confirm these.We find that when pricing an American Asian put option,Power A is better than the other basis we have studied here whereas when pricing an American Asian call,Hermite A is better. 展开更多
关键词 Complex derivatives valuation least-squares Monte Carlo Method Amerasian options Polynomial basis
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