Search for dissertations about: "stochastic calculus"
Showing result 16 - 20 of 20 swedish dissertations containing the words stochastic calculus.
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16. On cash flow valuation
Abstract : A fundamental fact in finance and economics is that moneyhas a time value, meaning that if we want to value an amount ofmoney we get at some future date we should discount the amountfrom the future date back to today. When facing a stream ofcash flows occurring at di®erent times we discount each ofthe cash flows using suitable discount rates and then sum thecontributions. READ MORE
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17. Logics and Algorithms for Verification of Concurrent Systems
Abstract : In this thesis we investigate how the known framework of automatic formal verification by model checking can be extended in different directions. One extension is to go beyond the common limitation of the existing specification formalisms, that they can describe only regular properties of components. READ MORE
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18. Throughput and Latency of Millimeter-Wave Networks : Performance Analyses and Design Principles
Abstract : Nowadays, the ever-increasing demands on higher data rates and better serviceperformance have posed extremely huge challenges to the existing wireless communicationswithin sub-6 GHz bands, mainly due to the spectrum scarcity in lowerfrequency bands. In recent years, the millimeter-wave (mm-wave) technology, as apromising candidate to meet the aforementioned demands, have attracted extensiveresearch attention, and has been regarded as one of the key enablers for theforthcoming the 5th generation (5G) mobile communications. READ MORE
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19. Optimal Stopping and Model Robustness in Mathematical Finance
Abstract : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. READ MORE
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20. Performance Trade-offs for Ultra-Reliable Low-Latency Communication Systems
Abstract : In this dissertation, we consider wireless systems for ultra-reliable low-latency communication (URLLC). URLLC systems are required for example in industrial closed loop control systems, where data must be transmitted within a short target delay of at most a few milliseconds. READ MORE