Sökning: "matematisk"

Visar resultat 6 - 10 av 989 avhandlingar innehållade ordet matematisk.

  1. 6. Pluripolar Sets and Pluripolar Hulls

    Författare :Tomas Edlund; Burglind Juhl-Jöricke; Norm Levenberg; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; plurisubharmonic functions; pluripolar set; complete pluripolar set; pluripolar hull; fine topology; finely analytic function; fine analytic continuation; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : For many questions of complex analysis of several variables classical potential theory does not provide suitable tools and is replaced by pluripotential theory. The latter got many important applications within complex analysis and related fields. Pluripolar sets play a special role in pluripotential theory. LÄS MER

  3. 7. Selected Problems in Financial Mathematics

    Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER

  4. 8. On the pricing equations of some path-dependent options

    Författare :Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER

  5. 9. Intensional aspects of function definitions

    Författare :Daniel Fredholm; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematisk Analys;

    Sammanfattning : .... LÄS MER

  7. 10. Minkowski Measure of Asymmetry and Minkowski Distance for Convex Bodies

    Författare :Qi Guo; Sten Kaijser; Marek Lassak; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers about the Minkowski measure of asymmetry and the Minkowski (or Banach-Mazur) distance for convex bodies.We relate these two quantities by giving estimates for the Minkowski distance in terms of the Minkowski measure. LÄS MER