Search for dissertations about: "Lévy processes"
Showing result 1 - 5 of 26 swedish dissertations containing the words Lévy processes.
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1. Derivative Prices for Models using Levy Processes and Markov Switching
Abstract : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. READ MORE
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2. Deep learning solutions to protein quaternary structure
Abstract : Interactions between proteins are directly involved in most biological processes and are essential for the correct functioning of every form of life. The nature of protein-protein interactions allows functional assemblies of hundreds of protein chains. READ MORE
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3. Computational Aspects of Lévy-Driven SPDE Approximations
Abstract : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. READ MORE
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4. On Lévy Processes in Mathematical Finance
Abstract : The focus of the first article, On the Modelling of Financial Data with Generalized Hyperbolic Distributions, lies in studying the performance of the generalized hyperbolic distribution (GH), when fitted to historical data. Four different areas were selected. READ MORE
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5. Nelson-type Limits for α-Stable Lévy Processes
Abstract : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. READ MORE