Sökning: "Approximation"
Visar resultat 1 - 5 av 1042 avhandlingar innehållade ordet Approximation.
1. Analytical Approximation of Contingent Claims
Sammanfattning : 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. LÄS MER
2. Approximation problems and weights
Sammanfattning : This thesis is mainly concerned with investigations of approximation problems on spaces of analytic functions on the unit disc in the complex plane, which naturally arise in connection to spectral problems of certain classes of linear operators acting on the spaces in question. For instance, quasi-nilpotency of certain analytic paraproducts on the Hardy spaces and on the Bergman spaces are investigated. LÄS MER
3. Approximation and Subextension of Negative Plurisubharmonic Functions
Sammanfattning : 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. LÄS MER
4. On the Identification and Approximation of Linear Systems
Sammanfattning : 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. LÄS MER
5. Approximation of topology optimization problems using sizing optimization problems
Sammanfattning : 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. LÄS MER
