Essays about: "Martin Westberg"

Found 2 essays containing the words Martin Westberg.

  1. 1. Stochastic Runge–Kutta Lawson Schemes for European and Asian Call Options Under the Heston Model

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

    Author : Nicolas Kuiper; Martin Westberg; [2023]
    Keywords : Runge–Kutta Lawson scheme; Heston model; Black–Scholes model; Stochastic Differential Equation; Euler–Maruyama scheme; Midpoint scheme; Monte Carlo; European Options; Asian Options; Option pricing.;

    Abstract : This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. READ MORE

  3. 2. TestLink : Software for connecting laboratory equipment and automation of workflow.

    University essay from Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

    Author : Martin Westberg; [2015]
    Keywords : Automation; C#; WPF; MVVM; Laboratory equipment; Software development; Mjukvaruutveckling; Automation;

    Abstract : Software development is of great significance in manufacturing and process industry. Software can, for example, make production more efficient and monitoring easier. In paperboard industry testing the product, that is, paperboard, is important. READ MORE