Search
Now showing items 301-400 of 3771
(Research report / Forskningsrapport, 2006)
A computationally efficient method for elastic buckling and buckling strength analysis of biaxially loaded, stiffened plates with varying, stepwise constant thickness, are presented. The stiffeners may be sniped or end-loaded ...
(Research report / Forskningsrapport, 2007)
In this paper we use some ideas of Cornet and de Boisdeffre to study the concept of arbitrage under asymmetric information. The mathematical framework is a separable probability space where the agents' information are ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)
Machine learning has recently become a promising technique in fluid mechanics, especially for active flow control (AFC) applications. A recent work [Rabault et al., J. Fluid Mech. 865, 281–302 (2019)] has demonstrated the ...
(Master thesis / Masteroppgave, 2009)
Information collected from warning systems monitoring natural threats can be synthesized into a risk measure to determine the state of nature, and for defining the threshold for issuing (or not) of an early warning. This ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1978)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)
First published in Mathematics of Computation Mathematics of Computation. 2014, 83 (290), published by the American Mathematical Society.
(Research report / Forskningsrapport, 2014)
(Research report / Forskningsrapport, 2014)
(Research report / Forskningsrapport, 1972)
(Research report / Forskningsrapport, 1988)
(Research report / Forskningsrapport, 2008)
The present work is a numerical investigation on waves generated by a pressure disturbance moving at constant speed in a channel with a variable cross-channel depth profile. The channel profile, which is uniform in the ...
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)
The study of chromatin 3D structure has recently gained much focus owing to novel techniques for detecting genome-wide chromatin contacts using next-generation sequencing. A deeper understanding of the architecture of the ...
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)
In this paper we derive power futures prices from a two-factor spot model being a generalization of the classical Schwartz–Smith commodity dynamics. We include non-Gaussian effects by introducing Lévy processes as the ...
(Research report / Forskningsrapport, 2003)
The Dirichlet process has been extensively studied over the last thirty years, along with various generalisations, and remains a fundamental tool for nonparametric Bayesian statistics. The probabilistic structure of its ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)
In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein–Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. ...
(Master thesis / Masteroppgave, 2015)
The main result of my mine in the master thesis is a new Bismut-Elworthy-Li-formula with respect to a pure jump Levy noise driven stochastic differential equation (SDE), with non-Lipschitz continuous coefficients. This ...
(Research report / Forskningsrapport, 1989)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1989)
(Research report / Forskningsrapport, 1989)
(Research report / Forskningsrapport, 1987)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)
Watson and Holmes propose ways of investigating robustness of statistical decisions by examining certain neighbourhoods around a posterior distribution. This may partly amount to ad hoc modelling of extra uncertainty. ...
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
Multiparameter fractional Brownian motion and quasi-linear stochastic partial differential equations
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1998)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2001)
In a market driven by a Lévy martingale, we consider a claim x. We study the problem of minimal variance hedging and we give an explicit formula for the minimal variance portfolio in terms of Malliavin derivatives. We ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1987)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1980)
(Research report / Forskningsrapport, 1987)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1963)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1991)
An equation modeling Poisson distributed pollution in a stochastic medium - A white noise approach -
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1998)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1998)
(Research report / Forskningsrapport, 2000)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)
The aim of this paper is to study pricing of weather insurance contracts based on temperature indices. Three different pricing methods are analysed: the classical burn approach, index modelling and temperature modelling. ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)
(Research report / Forskningsrapport, 1972)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1995)