Sökning: "Levy processes"
Visar resultat 1 - 5 av 28 avhandlingar innehållade orden Levy processes.
1. Derivative Prices for Models using Levy Processes and Markov Switching
Sammanfattning : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. LÄS MER
2. Deep learning solutions to protein quaternary structure
Sammanfattning : Interactions between proteins are directly involved in most biological processes and are essential for the correct functioning of every form of life. The nature of protein-protein interactions allows functional assemblies of hundreds of protein chains. LÄS MER
3. Computational Aspects of Lévy-Driven SPDE Approximations
Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER
4. On Lévy Processes in Mathematical Finance
Sammanfattning : The focus of the first article, On the Modelling of Financial Data with Generalized Hyperbolic Distributions, lies in studying the performance of the generalized hyperbolic distribution (GH), when fitted to historical data. Four different areas were selected. LÄS MER
5. Nelson-type Limits for α-Stable Lévy Processes
Sammanfattning : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. LÄS MER
