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Found 3 essays matching the above criteria.

  1. 1. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Mara Kalicanin Dimitrov; [2022]
    Keywords : Almost Exact Scheme; Monte Carlo; Bermudan Options; Least Squares Monte Carlo; CIR; Heston Model; Double Heston Model; Stochastic Volatility;

    Abstract : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. READ MORE

  3. 2. Recent Progress on the Black Hole Information Paradox

    University essay from Lunds universitet/Teoretisk partikelfysik - Geonomgår omorganisation; Lunds universitet/Institutionen för astronomi och teoretisk fysik - Genomgår omorganisation

    Author : Eivind Hilmen Jørstad; [2021]
    Keywords : Black Holes; Hawking Radiation; Entanglement Entropy; Black Hole Information Paradox; Dilaton Gravity; Quasiparticles; Physics and Astronomy;

    Abstract : The black hole information paradox is of central importance in the study of quantum gravity. The paradox states that quantum fields surrounding a black hole behave in ways that run into conflict with the unitarity of quantum mechanical time evolution. READ MORE

  4. 3. The self-screening correction to RPA and GW – A model and ab initio study

    University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionen

    Author : Viktor Christiansson; [2019]
    Keywords : GW approximation; GWA; Random-Phase-Approximation; RPA; Self-screening; Self-screening correction; Beyond RPA; Beyond GW; Physics and Astronomy;

    Abstract : The self-screening error in the GW approximation is studied by applying correction schemes beyond the random-phase approximation in model and ab inito calculations. Two model systems in the form of Hubbard dimers, with one and two orbitals per site respectively, are considered. READ MORE