Sökning: "Kristoffer Hägglöf"

Hittade 2 avhandlingar innehållade orden Kristoffer Hägglöf.

1. 1. Convex multicommodity flow problems : a bidual approach

   Författare :Kristoffer Hägglöf; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

   Sammanfattning : The topic of this dissertation, within the subfield of mathematics known as optimization, is the development of a new dual ascent method for convex multicommodity flow problems. Convex multicommodity flow problems arize in many different routing problems such as the design of packet switched computer networks and the computation of traffic network equilibria. LÄS MER

3. 2. Term structure estimation based on a generalized optimization framework

   Författare :Marcel Ndengo Rugengamanzi; Torbjörn Larsson; Jörgen Blomvall; Kristoffer Hägglöf; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. LÄS MER