Sökning: "Gustav Sällberg"
Hittade 2 uppsatser innehållade orden Gustav Sällberg.
1. Thesis - Optimizing Smooth Local Volatility Surfaces with Power Utility Functions
Master-uppsats, Linköpings universitet/Produktionsekonomi; Linköpings universitet/Tekniska fakultetenSammanfattning : 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. LÄS MER
2. Designing and Implementing a Model Vehicle Platoon with Longitudinal Control
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknikSammanfattning : Decreasing fuel consumption and increasing road capacity are both desired in regards to heavy duty vehicles. One proposed way of doing this is by having vehicles travelling at close distances to reduce the air drag, and thereby reducing their fuel consumption. LÄS MER