Search for dissertations about: "approximation"

Showing result 1 - 5 of 925 swedish dissertations containing the word approximation.

  1. 1. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL 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. Approximation and Subextension of Negative Plurisubharmonic Functions

    Author : Lisa Hed; Urban Cegrell; Frank Wikström; Umeå universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; 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

  3. 3. On the Identification and Approximation of Linear Systems

    Author : Bo Wahlberg; Linköpings universitet; []

    Abstract : This thesis consists of four parts. In the first one, the connections between system identification and model reduction are discussed. The second part deals with the problem of estimating ARMA models for narrow band processes. READ MORE

  4. 4. Approximation of topology optimization problems using sizing optimization problems

    Author : Anton Evgrafov; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : structural optimization; bilevel programming; approximation; topology optimization; control in coefficients; optimal design; fictitious domain; control in coefficients;

    Abstract : The present work is devoted to approximation techniques for singular extremal problems arising from optimal design problems in structural and fluid mechanics. The thesis consists of an introductory part and four independent papers, which however are united by the common idea of approximation and the related application areas. READ MORE

  5. 5. Label Cover Reductions for Unconditional Approximation Hardness of Constraint Satisfaction

    Author : Cenny Wenner; Johan Håstad; Viggo Kann; Irit Dinur; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Combinatorial Optimization; Complexity Theory; Approximation; Approximability; Inapproximability; Computational Hardness; NP; Optimization; Constraint Satisfaction; Kombinatorisk optimering; Komplexitetsteori; Beräkningsteori; Approximation; Approximerbarhet; Beräkningssvårighet; NP; Optimering; Vilkorssatisfiering; Vilkorsuppfyllning; Vilkorstillfredställand; datalogi; Computer Science;

    Abstract : Combinatorial optimization include such tasks as finding the quickest route to work, scheduling jobs to specialists, and placing bus stops so as to minimize commuter times. We consider problems where one is given a collection of constraints with the objective of finding an assignment satisfying as many constraints as possible, also known as Constraint Satisfaction Problems (CSPs). READ MORE