Browsing Matematisk institutt by Title
Now showing items 2576-2579 of 2579
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)A matrix with a nonzero nonnegative vector in its null space is called central . We study classes of central matrices having zero column sums. The study is motivated by an engineering application concerning induction ...
A Zero-Coupon Bond based Spread Option : An Application of the Heath-Jarrow-Morton ModelRestricted Access (Master thesis / Masteroppgave, 2013)In this thesis we derive the price of a spread option based on two zero-coupon bonds. The two bonds will represent di erent nancial markets, and the HJM framework is used as the model for the underlying forward rates. We ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)A matrix of the form A = BBT where B is nonnegative is called completely positive (CP). Berman and Xu (2005) investigated a subclass of CP-matrices, called f0, 1g-completely positive matrices. We introduce a related concept ...
(Research report / Forskningsrapport, 1978)