Essays about: "Gustav Sällberg"

Found 2 essays containing the words Gustav Sällberg.

1. 1. Thesis - Optimizing Smooth Local Volatility Surfaces with Power Utility Functions

   University essay from Linköpings universitet/Produktionsekonomi; Linköpings universitet/Tekniska fakulteten

   Author : Gustav Sällberg; Pontus Söderbäck; [2015]
   Keywords : local volatility surface; LVS; optimization; roughness; smooth; risk neutral pricing; optimal growth; pricing error; automatic differentiation; algorithmic differentiation;

   Abstract : The master thesis is focused on how a local volatility surfaces can be extracted by optimization with respectto smoothness and price error. The pricing is based on utility based pricing, and developed to be set in arisk neutral pricing setting. READ MORE

3. 2. Designing and Implementing a Model Vehicle Platoon with Longitudinal Control

   University essay from Lunds universitet/Institutionen för reglerteknik

   Author : Axel Keskikangas; Gustav Sällberg; [2014]
   Keywords : Technology and Engineering;

   Abstract : Decreasing fuel consumption and increasing road capacity are both desired in regards to heavy duty vehicles. One proposed way of doing this is by having vehicles travelling at close distances to reduce the air drag, and thereby reducing their fuel consumption. READ MORE