Sökning: "Teo Nilsson"
Hittade 3 uppsatser innehållade orden Teo Nilsson.
1. Numerical continuation of standing waves for the Davey-Stewartson equation
Master-uppsats, Lunds universitet/Matematik (naturvetenskapliga fakulteten)Sammanfattning : This thesis considers solitary standing wave solutions to the Davey-Stewart-son equation, which is a model for surface waves on a body of water in three dimensions. In a special case, the Davey-Stewartson equation is reduced to the well-known non-linear Schrödinger equation with cubic power which is known to have a countable familiy of radial standing waves. LÄS MER
2. Evaluation of analytical approximations of two-asset basket option price
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis applies the decomposition suggested by Alexander and Venkatramanan (2012) to the pay-off of a basket option of two assets with a non-zero strike to derive an approximate price of corresponding basket option. The decomposition yields two sub-baskets and a situation where sub-strikes must be chosen. LÄS MER
3. A simulation environment for coupled systems of discontinuous ODE:s
Kandidat-uppsats, Lunds universitet/Matematik LTHSammanfattning : This thesis covers the implementation and usage of PyFMI 2.0, an enhancement of the already existing PyFMI, a Python based simulation environment for importing and solving discontinuous systems of ordinary differential equations with in- and outputs, so-called simulations of Functional Mock-up Units. In particular, PyFMI 2. LÄS MER