Search
Now showing items 21-30 of 540
(Master thesis / Masteroppgave, 2009)
We set out to find how copula-based dependence modelling of large jumps in the NIG-Lévy model affects the option price. This leads to the definition of a rejection-based approximation algorithm for the NIG-Lévy.
Using ...
(Master thesis / Masteroppgave, 2008)
In this thesis, we consider the L^2-Betti numbers associated to algebras and equivalence relations. For algebras, we expand upon the motivation between Connes and Shlyakhtenko's definition of L^2-Betti numbers of tracial ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2003)
(Research report / Forskningsrapport, 2000)
(Doctoral thesis / Doktoravhandling, 2009)
When a large oil or gas field is produced, several reservoirs often share the same processing facility. This facility is typically capable of processing only a limited amount of oil, gas and water per unit of time. In order ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2003)
In this paper we explicitly solve a non-linear filtering problem with mixed observations, modelled by a Brownian motion and a generalized Cox process, whose jump intensity is given in terms of a Lévy measure. Motivated by ...
(Research report / Forskningsrapport, 2009)
We propose a method to compute approximate eigenpairs of the Schrödinger operator on a bounded domain in the presence of an electromagnetic field. The method is formulated for the simplicial grids that satisfy the discrete ...