Browsing by Author "Kosonen, Vili"

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    Pricing European Options by Monte Carlo Simulation
    (2023-06-13) Kosonen, Vili; Tölle, Jonas; Perustieteiden korkeakoulu; Tölle, Jonas
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    Spectral analysis of deviations from key comparison reference values
    (Institute of Physics Publishing, 2024-02-02) Maham, Kinza; Kosonen, Vili; Peltoniemi, Juha; Kärhä, Petri; Ikonen, Erkki; Department of Information and Communications Engineering; Dept Signal Process and Acoust; Metrology Research Institute; Dept Signal Process and Acoust
    When studying the results of the key comparisons of spectral quantities, it appears that in many cases participants’ results systematically deviate from the key comparison reference values over a limited spectral range. We carried out spectral analysis of such deviations in seven key comparisons of optical radiometry. The results reveal an approximate outcome that, on the average, each harmonic amplitude is inversely proportional to the order of the harmonic in all studied key comparisons. This new finding gives important information on the characteristics of spectral correlations. The result can be used in the uncertainty evaluation of spectral integrals, where the effect of unknown spectral correlations has earlier been challenging to assess quantitatively.