Search for dissertations about: "Gaussian approximation"

Showing result 1 - 5 of 65 swedish dissertations containing the words Gaussian approximation.

  2. 1. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  4. 2. On Performance of Digital Radio Receiver in Non-Gaussian Interference

    Author : Kia Wiklundh; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; bandwidth conversion; performance estimation; APD; interference; minimum shift keying; man-made noise; Gaussian approximation; measurement; emission requirements; non-Gaussian interference; micro-wave oven; MSK; amplitude probability distribution; emission;

    Abstract : Interference from electrical equipment can degrade a co-located digital radio receiver severely. To avoid this performance degradation it is necessary to have estimation methods to predict the influence from an interference environment on a radio receiver in advance. READ MORE

  5. 3. Label Cover Reductions for Unconditional Approximation Hardness of Constraint Satisfaction

    Author : Cenny Wenner; Johan Håstad; Viggo Kann; Irit Dinur; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Combinatorial Optimization; Complexity Theory; Approximation; Approximability; Inapproximability; Computational Hardness; NP; Optimization; Constraint Satisfaction; Kombinatorisk optimering; Komplexitetsteori; Beräkningsteori; Approximation; Approximerbarhet; Beräkningssvårighet; NP; Optimering; Vilkorssatisfiering; Vilkorsuppfyllning; Vilkorstillfredställand; datalogi; Computer Science;

    Abstract : Combinatorial optimization include such tasks as finding the quickest route to work, scheduling jobs to specialists, and placing bus stops so as to minimize commuter times. We consider problems where one is given a collection of constraints with the objective of finding an assignment satisfying as many constraints as possible, also known as Constraint Satisfaction Problems (CSPs). READ MORE

  6. 4. Label Cover Reductions for Unconditional Approximation Hardness of Constraint Satisfaction

    Author : Cenny Wenner; Johan Håstad; Irit Dinur; Numerical Analysis and Computer Science (NADA) Faculty of Science Stockholm University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Optimization; NP; Approximation; Approximability; Inapproximability; Constraint Satisfaction; CSP; Boolean Analysis; Satisfiability; SAT; Acyclic Subgraph; Betweenness; Unique Games; Computer Science; Datalogi;

    Abstract : Problem solving is an integral aspect of modern society and includes such tasks as picking the fastest route to work, optimizing a production line, scheduling computer tasks, placing new bus stops, or picking a meal from available ingredients.We study the hardness of solving Constraint Satisfaction Problems (CSPs). READ MORE

  7. 5. Four-Body Treatment of the Hydrogen-Antihydrogen System

    Author : Henrik Stegeby; Piotr Froelich; Alejandro Saenz; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Antimatter; antihydrogen; four-body system; Adiabatic approximation; Born-Oppenheimer; elastic scattering; stabilization method; resonance states; coupled arrangement channels; coupled rearrangement channels; Gaussian Expansion Method; Antimateria; antiväte; fyrkroppars system; adiabatisk approximation; stabilisationsmetoden; resonanstillstånd; spridningstillstånd; kopplade arrangemangskanaler; Quantum Chemistry; Kvantkemi;

    Abstract : This thesis presents a nonadiabatic (4-body) description of the hydrogen-antihydrogen system at a nonrelativistic level. The properties of the system, the rearrangement processes and the possible existence of resonance states are investigated by using a variational method for coupled arrangement channels, the Gaussian Expansion Method, and the stabilization method. READ MORE