Sökning: "wiener process"
Visar resultat 1 - 5 av 14 uppsatser innehållade orden wiener process.
1. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. LÄS MER
2. Fallet Emilia: En cocktail av sex, droger och brottsjournalistik : En kvalitativ studie om hur lokal och kvällspress skildrar fallet Emilia Lundberg
Kandidat-uppsats, Linnéuniversitetet/Institutionen för medier och journalistik (MJ)Sammanfattning : The aim of this study was to illustrate how a female murder victim is portrayed in local and evening press journalism. This was investigated through a critical discourse analysis that compares Kristianstadsbladet's and Aftonbladet's news reporting in connection with the murder of Emilia Lundberg in November 2019. LÄS MER
3. Overview of Bayesian sequential testing for the drift of a Wiener process
Master-uppsats, Uppsala universitet/Tillämpad matematik och statistikSammanfattning : .... LÄS MER
4. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing
Kandidat-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenSammanfattning : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. LÄS MER
5. Sensorless Induction Welding of Carbon Fiber Reinforced Plastic Components
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknikSammanfattning : In this work, a method to estimate the weld-zone temperature during induction welding of carbon fiber reinforced plastics (CFRP) is developed. Today several methods exist to measure, or in other ways ensure, the correct temperature in the weld. LÄS MER