Sökning: "duality"

Visar resultat 1 - 5 av 163 avhandlingar innehållade ordet duality.

  1. 1. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction

    Författare :Georgios Foufas; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; option pricing; Greeks; Brownian motion; European option; barrier option; lookback option; Asian option; average option; POD; model reduction; balanced truncation; lookback option;

    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

  2. 2. On applications of manifest, maximal supersymmetry & U-duality

    Författare :Anna Karlsson; Chalmers University of Technology; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; maximal supergravity; pure spinors; Maximal supersymmetry; loop amplitudes; U-duality; Born-Infeld theory; generalised geometry; high energy particle physics;

    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

  3. 3. Free loop spaces, Koszul duality and A-infinity algebras

    Författare :Kaj Börjeson; Alexander Berglund; Pascal Lambrechts; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Koszul duality; free loop spaces; a-infinity algebras; BV-algebras; string topology; matematik; Mathematics;

    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

  4. 4. Non-conformal gauge/string duality : A rigorous case study

    Författare :Xinyi Chen-Lin; Konstantin Zarembo; Jorge Russo; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; AdS CFT correspondence; holographic principle; supersymmetric localization; Wilson Loops; Theoretical Physics; Teoretisk fysik;

    Sammanfattning : The gauge/string duality, a.k.a. the holographic principle is a profound assertion that emerged from string theory. LÄS MER

  5. 5. Degenerate Geometries, Supersymmetry and Duality

    Författare :Henrik Gustafsson; Marcus Grisary; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; Physics; fysik;

    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