Search for dissertations about: "approximation of"

Showing result 1 - 5 of 1024 swedish dissertations containing the words approximation of.

  1. 1. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  2. 2. Diffusion of Battery Electric Vehicles : The Role of Total Cost of Ownership

    Author : Jens Hagman; Sofia Ritzèn; Johan Jansson; KTH; []
    Keywords : Total cost of ownership; electric vehicles; e-taxis; vehicle salespeople; Machine Design; Maskinkonstruktion;

    Abstract : Due to their high efficiency, zero tailpipe emissions and possibilities of using renewable electricity, Battery Electric Vehicles (BEVs) have been proposed as a way to alleviate the negative consequences of transport. However, as with other energy-efficient innovations market uptake or diffusion of BEVs have so far been limited. READ MORE

  3. 3. Ab initio Investigation of Face-centered cubic High-Entropy Alloys

    Author : Xun Sun; Levente Vitos; Torbjörn Björkman; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ab initio; high-entropy alloys; twinning; martensitic transformation; elastic properties; phase stability; Teknisk materialvetenskap; Materials Science and Engineering;

    Abstract : High-entropy alloys (HEAs) represent a special group of solid solutions containing five or more principal elements. The new design strategy has attracted extensive attention from the materials science community. The design and development of HEAs with desired properties have become an important subject in materials science and technology. READ MORE

  4. 4. Approximation and Subextension of Negative Plurisubharmonic Functions

    Author : Lisa Hed; Urban Cegrell; Frank Wikström; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Complex Monge-Ampère operator; Approximation; Plurisubharmonic function; Subextension; MATHEMATICS; MATEMATIK;

    Abstract : In this thesis we study approximation of negative plurisubharmonic functions by functions defined on strictly larger domains. We show that, under certain conditions, every function u that is defined on a bounded hyperconvex domain Ω in Cn and has essentially boundary values zero and bounded Monge-Ampère mass, can be approximated by an increasing sequence of functions {uj} that are defined on strictly larger domains, has boundary values zero and bounded Monge-Ampère mass. READ MORE

  5. 5. Hardness of Constraint Satisfaction and Hypergraph Coloring : Constructions of Probabilistically Checkable Proofs with Perfect Completeness

    Author : Sangxia Huang; Johan Håstad; Rishi Saket; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Combinatorial optimization; approximation; inapproximability; hardness; probabilistically checkable proofs; pcp; perfect completeness; boolean constraint satisfaction problem; csp; graph coloring; hypergraph coloring; direct sum; superposition; label cover; Computer Science; Datalogi;

    Abstract : A Probabilistically Checkable Proof (PCP) of a mathematical statement is a proof written in a special manner that allows for efficient probabilistic verification. The celebrated PCP Theorem states that for every family of statements in NP, there is a probabilistic verification procedure that checks the validity of a PCP proof by reading only 3 bits from it. READ MORE