Browsing Matematisk institutt by Title
Now showing items 3778-3782 of 3782
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(Doctoral thesis / Doktoravhandling, 2024)This thesis is about statistical analysis of binary data, and presents both new methodological advances and practical applications. On the methodological side, the thesis presents a new importance sampling algorithm for ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)A matrix with a nonzero nonnegative vector in its null space is called central . We study classes of central matrices having zero column sums. The study is motivated by an engineering application concerning induction ...
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A Zero-Coupon Bond based Spread Option : An Application of the Heath-Jarrow-Morton ModelRestricted Access (Master thesis / Masteroppgave, 2013)In this thesis we derive the price of a spread option based on two zero-coupon bonds. The two bonds will represent di erent nancial markets, and the HJM framework is used as the model for the underlying forward rates. We ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)A matrix of the form A = BBT where B is nonnegative is called completely positive (CP). Berman and Xu (2005) investigated a subclass of CP-matrices, called f0, 1g-completely positive matrices. We introduce a related concept ...
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(Research report / Forskningsrapport, 1978)