Sökning: "Gustav Ludvigsson"
Hittade 3 uppsatser innehållade orden Gustav Ludvigsson.
1. Numerical methods for option pricing under the CGMY process
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för beräkningsvetenskapSammanfattning : In this thesis European options are priced using the CGMY process to model the underlying assets. Four different methods are implemented and investigated, including a fractional partial differential equation solver, a partial integro differential equation solver, a stochastic differential equation solver and a cosine expansion method. LÄS MER
2. Protein Folding Implementation of the Simulated Annealing Algorithm on Simple Three-Dimensional Models
Kandidat-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknikSammanfattning : How an arbitrary coil of amino acids folds into its functional structure is known as the protein folding problem. Since the underlying mechanisms that guide protein folding in nature are widely unknown, simpli ed models are studied. LÄS MER
3. Kolmogorov Equations
Kandidat-uppsats, Analys och tillämpad matematikSammanfattning : .... LÄS MER
