Essays about: "Max Oliveberg"
Found 2 essays containing the words Max Oliveberg.
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1. Optimal Order Placement Using Markov Models of Limit Order Books
University essay from KTH/Matematik (Avd.)Abstract : We study optimal order placement in a limit order book. By modelling the limit order book dynamics as a Markov chain, we can frame the purchase of a single share as a Markov Decision Process. Within the framework of the model, we can estimate optimal decision policies numerically. The trade rate is varied using a running cost control variable. READ MORE
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2. On the superconducting critical temperature in Eliashberg theory
University essay from KTH/FysikAbstract : This thesis presents a brief synopsis of the derivations of the BCS and Eliashberg equations. An analytic formula for the critical temperature $T_c$ in Eliashberg theory is derived, which contains a sum of iterative integral corrections. READ MORE