Search for dissertations about: "Ying Ni"
Found 3 swedish dissertations containing the words Ying Ni.

1. Nonlinearly Perturbed Renewal Equations : asymptotic Results and Applications
Abstract : In this thesis we investigate a model of nonlinearly perturbed continuoustime renewal equation. Some characteristics of the renewal equation are assumed to have nonpolynomial perturbations, more specifically they can be expanded with respect to a nonpolynomial asymptotic scale. READ MORE

2. Perturbed Renewal Equations with NonPolynomial Perturbations
Abstract : This thesis deals with a model of nonlinearly perturbed continuoustime renewal equation with nonpolynomial perturbations. The characteristics, namely the defect and moments, of the distribution function generating the renewal equation are assumed to have expansions with respect to a nonpolynomial asymptotic scale: $\{\varphi_{\nn} (\varepsilon) =\varepsilon^{\nn \cdot \w}, \nn \in \mathbf{N}_0^k\}$ as $\varepsilon \to 0$, where $\mathbf{N}_0$ is the set of nonnegative integers, $\mathbf{N}_0^k \equiv \mathbf{N}_0 \times \cdots \times \mathbf{N}_0, 1\leq k . READ MORE

3. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities
Abstract : Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for example, the volatility of the security. READ MORE