Essays about: "convergence and differentiation"

Showing result 1 - 5 of 10 essays containing the words convergence and differentiation.

  1. 1. Optimizing First-Order Method Parameters via Differentiation of the Performance Estimation Problem

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Anton Åkerman; [2023]
    Keywords : Technology and Engineering;

    Abstract : This thesis treats the problem of finding optimal parameters for first-order optimization methods. In part, we use the Performance Estimation Problem (PEP), a framework for convergence analysis of first-order optimization methods. READ MORE

  3. 2. Efficient Barrier Option Greeks using Automatic Differentation

    University essay from Lunds universitet/Matematisk statistik

    Author : Gustav Hedin; [2019]
    Keywords : Automatic Differentiation; Greeks; Barrier Option; Vibrato Monte Carlo; Mathematics and Statistics;

    Abstract : Automatic Differentiation (AD) is an effective method for calculation of derivatives. It can evaluate an unlimited number of derivatives to a fixed cost relative to the computing time of the original function. The AD technique is used in many fields for large and complex calculations in order to get accurate values of derivatives fast. READ MORE

  4. 3. Product Differentiation Strategies and Impact of Factors Influencing the Differentiation Process : A Case study of the Mobile Telecom Service Industry of Pakistan

    University essay from Linnéuniversitetet/Institutionen för marknadsföring (MF)

    Author : Yaser Qayyum; [2017]
    Keywords : Product Differentiation; Service Differentiation; Innovation; Customer Satisfaction; Service Quality; Customer Value; Value Added Services; Price; Advertising Promotion; Regulations; Competitive Imitation;

    Abstract : Telecommunication has evolved tremendously from its origin to the present. Competition has grown in the telecommunications industry. One of the idiosyncratic characteristics of the mobile telecom services industry is the offering of homogenous products/services to the whole market, which indicates services being undifferentiated. READ MORE

  5. 4. 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

  6. 5. The challenge of managing support functions in a complex organization - A case study of how NCC manages their shared service center

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Johanna Ahlin Ludvigsson; Karolina Kenttä; [2013]
    Keywords : shared service center; support functions; management control system; tensions; complex organizations;

    Abstract : A challenge large complex organizations are facing today is how to become more efficient. By having a shared service center (SSC) and thus concentrating the support functions within the organization, the producing units can instead focus on their core business. READ MORE