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Visar resultat 1 - 5 av 186 avhandlingar som matchar ovanstående sökkriterier.
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
2. On applications of manifest, maximal supersymmetry & U-duality
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. Free loop spaces, Koszul duality and A-infinity algebras
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. Koszul duality for categories and a relative Sullivan-Wilkerson theorem
Sammanfattning : This PhD thesis consists in a collection of three papers on Koszul duality of categories and on an analogue of the Sullivan-Wilkerson theorem for relative CW-complexes.In Paper I, we define a general notion of Koszul dual in the context of a monoidal biclosed model category. LÄS MER
5. Non-conformal gauge/string duality : A rigorous case study
Sammanfattning : The gauge/string duality, a.k.a. the holographic principle is a profound assertion that emerged from string theory. LÄS MER