Browsing Matematisk institutt by Title
Now showing items 1712-1731 of 3782
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(Research report / Forskningsrapport, 1972)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)A droplet that impacts onto a solid substrate deforms in a complex dynamics. To extract the principal mechanisms that dominate this dynamics, we deploy numerical simulations based on the phase field method. Direct comparison ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)We use Matsui and Takeuchi's formula for toric A-discriminants to give algorithms for computing local Euler obstructions and dual degrees of toric surfaces and 3-folds. In particular, we consider weighted projective spaces. ...
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(Research report / Forskningsrapport, 1994)
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THE LOCAL MODULI PROBLEM APPLICATIONS TO THE CLASSIFICATION OF ISOLATED HYPERSURFACE SINGULARITIES (Research report / Forskningsrapport, 1983)
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(Research report / Forskningsrapport, 1986)
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(Research report / Forskningsrapport, 1987)
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(Research report / Forskningsrapport, 1968)
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(Master thesis / Masteroppgave, 2016)The purpose of this thesis is to study the hedging of financial derivatives, using the so-called local risk-minimizing strategy, which is a popular quadratic hedging strategy in incomplete markets. The local risk minimization ...
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(Research report / Forskningsrapport, 2011)In this paper, the option hedging problem for a Markov-modulated exponential Lévy model is examined. We employ the local risk-minimization approach to study optimal hedging strategies for Europeans derivatives under both ...
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(Research report / Forskningsrapport, 2007)The asymptotic behavior of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Craméer-von Mises functional of the empirical copula process and new ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)We study the logarithmic topological Hochschild homology of ring spectra with logarithmic structures and establish localization sequences for this theory. Our results apply, for example, to connective covers of periodic ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2023)We introduce Locally Interpretable Tree Boosting (LitBoost), a tree boosting model tailored to applications where the data comes from several heterogeneous yet known groups with a limited number of observations per group. ...
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(Research report / Forskningsrapport, 1994)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)The impedance of diffusion is an important tool to investigate a wide variety of systems, including electrochemical devices such as Li-ion batteries, porous electrodes, and solar cells. The classical impedance model for ...
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(Research report / Forskningsrapport, 1980)
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(Master thesis / Masteroppgave, 2022)
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(Master thesis / Masteroppgave, 2015)Cox's regression model is one of the most applied methods in medical research. This method finds also applications in other fields such as econometrics, demography, insurance etc. This method is based on two crucial ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2021)We propose a new class of rough stochastic volatility models obtained by modulating the power-law kernel defining the fractional Brownian motion (fBm) by a logarithmic term, such that the kernel retains square integrability ...
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(Master thesis / Masteroppgave, 2017)On the 1st of January 2016, the Solvency II Directive regulating the European insurance industry came into force. Along with a host of reporting requirements, quantitative algorithms for calculating key quantities are ...