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  2. Binomial options pricing model - Wikipedia

    en.wikipedia.org/wiki/Binomial_options_pricing_model

    In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting, which in general does not exist for the BOPM.

  3. Finite difference methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_methods...

    As above, the PDE is expressed in a discretized form, using finite differences, and the evolution in the option price is then modelled using a lattice with corresponding dimensions: time runs from 0 to maturity; and price runs from 0 to a "high" value, such that the option is deeply in or out of the money.

  4. Leapfrog integration - Wikipedia

    en.wikipedia.org/wiki/Leapfrog_integration

    Leapfrog integration is a second-order method, in contrast to Euler integration, which is only first-order, yet requires the same number of function evaluations per step. Unlike Euler integration, it is stable for oscillatory motion, as long as the time-step is constant, and < /. [1]

  5. Black model - Wikipedia

    en.wikipedia.org/wiki/Black_model

    The Black formula is similar to the Black–Scholes formula for valuing stock options except that the spot price of the underlying is replaced by a discounted futures price F. Suppose there is constant risk-free interest rate r and the futures price F(t) of a particular underlying is log-normal with constant volatility σ.

  6. Drilling formula sheets - Wikipedia

    en.wikipedia.org/wiki/Drilling_formula_sheets

    Drilling Formula Sheets is a set of Drilling Formulas used commonly by drilling engineers in the onshore and offshore oil drilling industry. They are used as part of a key piece of engineering work called Well Control .

  7. Adaptive step size - Wikipedia

    en.wikipedia.org/wiki/Adaptive_step_size

    Let us now apply Euler's method again with a different step size to generate a second approximation to y(t n+1). We get a second solution, which we label with a (). Take the new step size to be one half of the original step size, and apply two steps of Euler's method. This second solution is presumably more accurate.

  8. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    Single-step methods (such as Euler's method) refer to only one previous point and its derivative to determine the current value. Methods such as Runge–Kutta take some intermediate steps (for example, a half-step) to obtain a higher order method, but then discard all previous information before taking a second step. Multistep methods attempt ...

  9. Variable-pitch propeller (aeronautics) - Wikipedia

    en.wikipedia.org/wiki/Variable-pitch_propeller...

    The tension of the spring is set by the propeller control lever, which sets the RPM. The governor will maintain that RPM setting until an engine overspeed or underspeed condition exists. When an overspeed condition occurs, the propeller begins to rotate faster than the desired RPM setting. This would occur as the plane descends and airspeed ...