Search for dissertations about: "Ying Ni"

Found 3 swedish dissertations containing the words Ying Ni.

  1. 1. Nonlinearly Perturbed Renewal Equations : asymptotic Results and Applications

    Author : Ying Ni; Dmitrii Silvestrov; Anatoliy Malyarenko; Mats Gyllenberg; Mälardalens högskola; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Nonlinearly perturbed renewal equation; perturbed renewal equation; nonlinear perturbation; non-polynomial perturbation; perturbed risk process; perturbed storage process; Mathematical statistics; Matematisk statistik; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : In this thesis we investigate a model of nonlinearly perturbed continuous-time renewal equation. Some characteristics of the renewal equation are assumed to have non-polynomial perturbations, more specifically they can be expanded with respect to a non-polynomial asymptotic scale. READ MORE

  2. 2. Perturbed Renewal Equations with Non-Polynomial Perturbations

    Author : Ying Ni; Dmitrii Silvestrov; Anatoliy Malyarenko; Yuri Belyaev; Mälardalens högskola; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; perturbed renewal equation; non-polynomial perturbation; exponential asymptotic expansion; risk process; ruin probability; Mathematical statistics; Matematisk statistik; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : This thesis deals with a model of nonlinearly perturbed continuous-time 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 non-polynomial 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 non-negative integers, $\mathbf{N}_0^k \equiv \mathbf{N}_0 \times \cdots \times \mathbf{N}_0, 1\leq k . READ MORE

  3. 3. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities

    Author : Betuel Canhanga; Sergei Sivestrov; Anatoliy Malyarenko; Ying Ni; Milica Rancic; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Asymptotic Expansion; European Options; Stochastic Volatilities; Mathematics Applied Mathematics; matematik tillämpad matematik;

    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