2010-08-02から1日間の記事一覧

エキゾチック・オプションと偏微分方程式

最近エキゾチック・オプションの種類と値計算を学んでいます。 Exotic options differ from vanilla calls and puts in that they have non-standard payoffs. One example of an exotic option would be an up-and-out barrier call. This option would pay…

ジャバのメモリ構成

最近ジャバ言語のスレッドの使い方に関して読んでいます。 It seems that, although objects are allocated on a heap that is shared by all threads (also known as main memory), each thread has its own heap (called working memory). Whenever an obj…