Sökning: "Analys"

Visar resultat 1 - 5 av 2544 avhandlingar innehållade ordet Analys.

  1. 1. The Symmetric Meixner-Pollaczek polynomials

    Författare :Tsehaye Araaya; Sten Kaijser; Svante Janson; Hjalmar Rosengren; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Meixner-Pollaczek polynomial; Orthogonal polynomial; Polynomial operator; Inner product; Umbral calculus; Sheffer polynomial; Convolution type polynomial; Connection and linearization problem; 33C45; 05A40; 33D45; Matematisk analys; Mathematical analysis; Analys; matematik; Mathematics;

    Sammanfattning : The Symmetric Meixner-Pollaczek polynomials are considered. We denote these polynomials in this thesis by pn(λ)(x) instead of the standard notation pn(λ) (x/2, π/2), where λ > 0. LÄS MER

  2. 2. Topological properties of complexes of graph homomorphisms

    Författare :Sonja Cukic; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : .... LÄS MER

  3. 3. Pluripolar Sets and Pluripolar Hulls

    Författare :Tomas Edlund; Burglind Juhl-Jöricke; Norm Levenberg; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; plurisubharmonic functions; pluripolar set; complete pluripolar set; pluripolar hull; fine topology; finely analytic function; fine analytic continuation; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : For many questions of complex analysis of several variables classical potential theory does not provide suitable tools and is replaced by pluripotential theory. The latter got many important applications within complex analysis and related fields. Pluripolar sets play a special role in pluripotential theory. LÄS MER

  4. 4. Selected Problems in Financial Mathematics

    Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER

  5. 5. On the pricing equations of some path-dependent options

    Författare :Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER