Visar resultat 1 - 5 av 163 avhandlingar innehållade ordet duality.
1. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction
Sammanfattning : In this thesis we develop an adaptive finite element method for pricing of several path-dependent options including barrier options, lookback options, and Asian options. The options are priced using the Black-Scholes PDE-model, and the resulting PDE:s are of parabolic type in one spatial dimension with different boundary conditions and jump conditions at monitoring dates. LÄS MER
Sammanfattning : Maximal supersymmetry is made manifest through the introduction of the pure spinor formalism. In many ways, this formalism represents a powerful tool in examinations of characteristics of different theories in high energy physics, though it is far from extensively exploited. LÄS MER
Sammanfattning : This thesis consists of four papers on the topics of free loop spaces, Koszul duality and A∞-algebras. In Paper I we consider a definition of differential operators for noncommutative algebras. This definition is inspired by the connections between differential operators of commutative algebras, L∞-algebras and BV-algebras. LÄS MER
Sammanfattning : The gauge/string duality, a.k.a. the holographic principle is a profound assertion that emerged from string theory. LÄS MER
Sammanfattning : String theory is a theory attempting to unify gravity with the electro-weak and strong interactions so successfully described by Quantum Field Theory. The implications of String Theory is not fully understood since it is still not a complete theory. LÄS MER