Search for dissertations about: "Tillämpad matematik"

Showing result 21 - 25 of 190 swedish dissertations containing the words Tillämpad matematik.

  1. 21. Convergence of Option Rewards

    Author : Robin Lundgren; Dmitrii Silvestrov; Kimmo Eriksson; Anatoliy Malyarenko; Johan Tysk; Mälardalens högskola; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Applied mathematics; Tillämpad matematik; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : This thesis consists of an introduction and five articles devoted to optimal stopping problems of American type options. In article A, we get general convergence results for the American option rewards for multivariate Markov price processes. These results are used to prove convergence of tree approximations presented in papers A, B, C and E. READ MORE

  2. 22. What Will We Learn? : A Mathematical Treatise of Cultural Evolution

    Author : Pontus Strimling; Kimmo Eriksson; Robert Boyd; Mälardalens högskola; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Cultural Evolution; Mathematical modeling; Applied mathematics; Tillämpad matematik; Matematik tillämpad matematik;

    Abstract : In this thesis we apply mathematics and formal modeling to study culture from an evolutionary standpoint. Cultural evolution theory is based on the belief that we can increase our understanding of human behavior by studying how culture is created and spread. READ MORE

  3. 23. Information and Default Risk in Financial Valuation

    Author : Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Abstract : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. READ MORE

  4. 24. On the Branch Loci of Moduli Spaces of Riemann Surfaces of Low Genera

    Author : Gabriel Bartolini; Milagros Izquierdo; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Applied mathematics; Tillämpad matematik;

    Abstract : Compact Riemann surfaces of genus greater than 1 can be realized as quotient spaces of the hyperbolic plane by the action of Fuchsian groups. The Teichmüller space is the set of all complex structures of Riemann surfaces and the moduli space the set of conformal equivalence classes of Riemann surfaces. READ MORE

  5. 25. Data Assimilation in Fluid Dynamics using Adjoint Optimization

    Author : Johan Lundvall; Vladimir Kozlov; Per Weinerfelt; Matts Karlsson; Anders Szepessy; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Data assimilation; Inverse problem; Adjoint optimization; Burgers equation; nonlinear; Landweber; Initial pressure; Euler flow; Applied mathematics; Tillämpad matematik;

    Abstract : Data assimilation arises in a vast array of different topics: traditionally in meteorological and oceanographic modelling, wind tunnel or water tunnel experiments and recently from biomedical engineering. Data assimilation is a process for combine measured or observed data with a mathematical model, to obtain estimates of the expected data. READ MORE