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Now showing items 1901-1910 of 3781
(Master thesis / Masteroppgave, 2017)
The objectives of this thesis have been to model the spot prices in the energy market, to look at the forward curve, and to derive the Greeks from the spread option. The two energy commodities that have been used are power ...
(Doctoral thesis / Doktoravhandling, 2012)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
Abstract
The study of the topology of real algebraic varieties dates back to the work of Harnack, Klein, and Hilbert in the 19th century; in particular, the isotopy-type classification of real algebraic curves ...
(Doctoral thesis / Doktoravhandling, 2012)
(Research report / Forskningsrapport, 1993)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)
We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional ...
(Research report / Forskningsrapport, 1999)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
Given an action α of a discrete group G on a unital C∗ -algebra A, we introduce a natural concept of α -negative definiteness for functions from G to A, and examine some of the first consequences of such a notion. ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
The algebraic connectivity a(G) of a graph G is an important parameter, defined as the second smallest eigenvalue of the Laplacian matrix of G. If T is a tree, a(T) is closely related to the Perron values (spectral radius) ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)
We discuss the crossing sea state and the probability of rogue waves during the accident of the tanker Prestige on 13 November 2002. We present newly computed hindcast spectra for every hour during that day at nearby ...