Search for dissertations about: "Lina Von Sydow"
Found 5 swedish dissertations containing the words Lina Von Sydow.
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1. Numerical ice sheet modeling : Forward and inverse problems
Abstract : Ice sheets have strong influence on the climate system. Numerical simulation provides a mathematical tool to study the ice dynamics in the past and to predict their contribution to climate change in the future. Large scale ice sheets behave as incompressible non-Newtonian fluid. READ MORE
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2. Numerical methods for the calibration problem in finance and mean field game equations
Abstract : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. READ MORE
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3. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives
Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE
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4. Accurate Finite Difference Methods for Option Pricing
Abstract : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. READ MORE
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5. Semi-Toeplitz preconditioning for linearized boundary layer problems
Abstract : We have defined and analyzed a semi-Toeplitz preconditioner for time-dependent and steady-state convection-diffusion problems. Analytic expressions for the eigenvalues of the preconditioned systems are obtained. READ MORE