Sökning: "Karl Larsson"

Visar resultat 1 - 5 av 23 avhandlingar innehållade orden Karl Larsson.

  1. 1. Analytical Approximation of Contingent Claims

    Författare :Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    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

  3. 2. Analytical Approximations of Option Prices In Stochastic Volatility Models

    Författare :Karl Larsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : [abstract missing].... LÄS MER

  4. 3. Finite Element Methods for Thin Structures with Applications in Solid Mechanics

    Författare :Karl Larsson; Mats G Larson; Garth N Wells; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; a priori error estimation; finite element method; discontinuous Galerkin; corotation; Kirchhoff-Love plate; curved beam; biharmonic equation; Mathematics; matematik;

    Sammanfattning : Thin and slender structures are widely occurring both in nature and in human creations. Clever geometries of thin structures can produce strong constructions while requiring a minimal amount of material. LÄS MER

  5. 4. Finite element methods for threads and plates with real-time applications

    Författare :Karl Larsson; Mats G. Larson; Peter Hansbo; Umeå universitet; []
    Nyckelord :finite element method; real-time simulation; absolute nodal continuous formulation; large deformation; corotation; adaptive resolution; Kirchhoff-Love plate; reconstruction; discontinuous Galerkin; a priori error estimation; Mathematics; matematik;

    Sammanfattning : Thin and slender structures are widely occurring both in nature and in human creations. Clever geometries of thin structures can produce strong constructions while using a minimal amount of material. LÄS MER

  7. 5. Population Fragmentation and Genetic Variation in Grouse

    Författare :Jobs Karl Larsson; Jacob Höglund; Stuart B. Piertney; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Biology; Bonasa sewerzowi; bottleneck; genetic drift; genetic variation; inbreeding; isolation; microsatellites; population structure; Tetrao tetrix; Biologi; Biology; Biologi;

    Sammanfattning : In this thesis the genetic variation of two grouse species, the Chinese grouse (Bonasa sewersowi) and the Black grouse (Tetrao tetrix) was examined with neutral genetic markers: microsatellites. Habitat fragmentation and isolation leads to structuring among and loss of genetic variation within populations. LÄS MER