Sökning: "analytical approximation"

Visar resultat 1 - 5 av 92 avhandlingar innehållade orden analytical approximation.

  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. Pointwise and Genomewide Significance Calculations in Gene Mapping through Nonparametric Linkage Analysis: Theory, Algorithms and Applications

    Författare :Lars Ängquist; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; programming; actuarial mathematics; Statistik; cytogenetics; Genetik; cytogenetik; Mathematics; Matematik; Statistics; operations research; Genetics; ROC curves; conditioning loci; optimal score functions; noncentrality parameter; cost adjusted relative efficiency; exponential tilting; importance sampling; Monte Carlo simulation; normal approximation; crossover rate; process maximum; analytical approximation; significance calculations; NPL score; conditional linkage analysis; two-locus linkage analysis; Allele sharing; aktuariematematik; operationsanalys; programmering; gene-gene interaction; composite hypotheses; genetic disease models; classes of score functions; nonparametric linkage analysis;

    Sammanfattning : In linkage analysis or, in a wider sense, gene mapping one searches for disease loci along a genome. This is done by observing so called marker genotypes (alleles) and phenotypes (affecteds/unaffecteds) of a pedigree set, i.e. LÄS MER

  4. 3. Parameter estimation in heterogeneous catalysis

    Författare :Jonas Sjöblom; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; microkinetic modelling; Jacobian; Parameter estimation; Latent Variable models; Design of experiments; heterogeneous catalysis; sensitivity analysis; Experimental design;

    Sammanfattning : The detailed modelling of heterogeneous catalytic systems is challenging due to the unknown nature of new catalytic materials as well as the often required transient nature of the resulting models. Thus, this thesis deals with the methodologies involved in the kinetic modelling of heterogeneous catalysis and in particular NOx reduction systems. LÄS MER

  5. 4. Analytical Approximations for Bayesian Inference

    Författare :Tohid Ardeshiri; Fredrik Gustafsson; Johan Wolfgang Koch; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Bayesian inference is a statistical inference technique in which Bayes’ theorem is used to update the probability distribution of a random variable using observations. Except for few simple cases, expression of such probability distributions using compact analytical expressions is infeasible. LÄS MER

  7. 5. Spin Torque Oscillator Modeling, CMOS Design and STO-CMOS Integration

    Författare :Tingsu Chen; Ana Rusu; Atila Alvandpour; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; STO technology; microwave oscillator; analytical model; macrospin approximation; Verilog-A model; high frequency CMOS circuits; balun-LNA; STO-IC integration; Informations- och kommunikationsteknik; Information and Communication Technology;

    Sammanfattning : Spin torque oscillators (STOs) are microwave oscillators with an attractive blend of features, including a more-than-octave tunability, GHz operating frequencies, nanoscale size, nanosecond switching speed and full compatibility with CMOS technology. Over the past decade, STOs' physical phenomena have been explored to a greater extent, their performance has been further improved, and STOs have already shown great potential for a wide range of applications, from microwave sources and detectors to neuromorphic computing. LÄS MER