Sökning: "Convexity"

Visar resultat 6 - 10 av 46 avhandlingar innehållade ordet Convexity.

  1. 6. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER

  3. 7. Selected Problems in Financial Mathematics

    Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Nyckelord :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

  4. 8. Global Optimization in Computer Vision: Convexity, Cuts and Approximation Algorithms

    Författare :Carl Olsson; Matematik LTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Spectral Relaxation; Normalized Cuts; Continuous Cuts; Segmentation; Generalized Convexity; 3D-Reconstruction; Global Optimization; Multiple View Geometry; Trust Region Subproblem;

    Sammanfattning : Computer vision is today a wide research area including topics like robot vision, image analysis, pattern recognition, medical imaging and geometric reconstruction problems. Over the past decades there has been a rapid development in understanding and modeling different computer vision applications. LÄS MER

  5. 9. Positive currents related to polynomial convexity

    Författare :Ewa Bergqvist; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; matematik;

    Sammanfattning : .... LÄS MER

  7. 10. On polynomial interpolation and complex convexity

    Författare :Lars Filipsson; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Sammanfattning : .... LÄS MER