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Showing result 1 - 5 of 6 essays matching the above criteria.

  1. 1. Pricing in the Heston Model and Its Rough Variation

    University essay from KTH/Matematik (Avd.)

    Author : Otto Sellerstam; [2021]
    Keywords : ;

    Abstract : This thesis presents the theoretical material needed to price European call options in the classical and rough version of the Heston model, as well as how to do this in practice from a computational perspective. The theoretical material includes an introduction to measure theory, which is then used to build the foundations of probability theory and stochastic calculus, together with more novel topics such as fractional calculus and a short exposition of the fractional Brownian motion. READ MORE

  3. 2. The Hanging Rope: A Convex Optimization Problem in the Calculus of Variations

    University essay from Lunds universitet/Matematik LTH

    Author : Erik Steen; [2020]
    Keywords : Elasticity theory; non-linear materials; calculus of variation; convex analysis; Legendre transform; Mathematics and Statistics;

    Abstract : We study the problem first introduced by Verma and Keller in 1984 of how to taper a heavy rope such that its elongation is minimized. The problem is stated as an optimization problem of a functional J[w]. Specifically we provide a proof of optimality for the solution using traditional convex optimization techniques. READ MORE

  4. 3. Kokvigans strategiska värden : en intervjustudie

    University essay from SLU/Dept. of People and Society

    Author : Frida Ljung; [2018]
    Keywords : kokviga; strategi; värde; flexibilitet; nötkött; business model canvas; BMC;

    Abstract : Denna studie är gjord med anledning av den pris- och utbudsvariation som har ägt rum de senaste åren inom nötköttsproduktionen. Efter några gyllene år med rekordhöga priser och en ökande konsumentmedvetenhet och efterfrågan på Svenskt kött har vi upplevt en brist av slaktdjur delvis beroende på att producenter väljer att spara kvigor till rekrytering. READ MORE

  5. 4. Kostnadsanalys av transportarbete vid ändrade arbetstider och skiftformer för åkerier som levererar virke till Bravikens Pappersbruk och Sågverk

    University essay from SLU/Department of Forest Biomaterials and Technology (from 131204)

    Author : Joel Widman; [2015]
    Keywords : arbetstid; rundvirkesfordon; skiftformer; transportkostnad; shift types; transport cost; timber trucks; working hours;

    Abstract : Transportkostnaden för rundvirke utgör cirka 15-25 procent av den totala kostnaden för skogsindustrins virkesanskaffning. Trenden i skogsindustrin är att branschen går mot färre och större produktionsenheter, vilket ställer högre krav på en effektiv virkestransport. READ MORE

  6. 5. Algorithmic Analysis of Name-Bounded Programs : From Java programs to Petri Nets via π-calculus

    University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknik

    Author : Matteo Settenvini; [2014]
    Keywords : pi-calculus; static verification; static analysis; concurrency; petri nets; name boundedness;

    Abstract : Context. Name-bounded analysis is a type of static analysis that allows us to take a concurrent program, abstract away from it, and check for some interesting properties, such as deadlock-freedom, or watching the propagation of variables across different components or layers of the system. Objectives. READ MORE