Browsing Institutt for matematiske fag by Title
Now showing items 1673-1692 of 2359
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Pricing Asian Options by Numerical Path Integration with Advanced Lévy Dynamics
(Master thesis, 2018)In this thesis I combine the strengths of the Path Integration method and the Fast Fourier transform to price discretely monitored, path dependent, fixed strike Asian options in a fast and accurate manner. The presented ... -
Pricing European Options with Lévy Market Models and Deep Learning
(Master thesis, 2019)I denne oppgaven har fem Lévy-modeller og et kunstig nevralt nettverk blitt implementert for å sammenligne prising av europeiske kjøpsopsjoner mot den geometrisk brownske bevegelsesdynamikken i Black-Scholes-formelen. ... -
Pricing Exotic Options with the Normal Inverse Gaussian Market Model using Numerical Path Integration
(Master thesis, 2009)Compare the Normal Inverse Gaussian market model against empirical financial market data, and price exotic options using the numerical path integration approach. -
Pricing of Lookback Options with NIG and VG Dynamics, using the Numerical Path Integration Method.
(Master thesis, 2009)In this thesis we explore the use of the Normal Inverse Gaussian (NIG) and the Variance Gamma (VG) distribution to model stock returns. We compare the NIG market model and the VG market model with historical financial data, ... -
The Prime Number Theorem and Riemann's Zeta Function
(Master thesis, 2014)We give a proof of the Prime Number Theorem using the Riemann zeta function. After establishing the analytical tools required, we approach the main result. We derive an asymptotic formula with error terms for the growth ... -
A Primer on Coorbit Theory
(Peer reviewed; Journal article, 2021)Coorbit theory is a powerful machinery that constructs a family of Banach spaces, the so-called coorbit spaces, from well-behaved unitary representations of locally compact groups. A core feature of coorbit spaces is that ... -
Primes In Arithmetic Progressions And Semidefinite Programming
(Journal article; Peer reviewed, 2021)Assuming the generalized Riemann hypothesis, we give asymptotic bounds on the size of intervals that contain primes from a given arithmetic progression using the approach developed by Carneiro, Milinovich and Soundararajan ... -
Primtall i aritmetiske følger
(Master thesis, 2010)I denne oppgaven ser vi på primtallene og hvordan disse forekommer i aritmetiske følger. Tallteori og gruppeteori brukes sammen med kongurenser for å undersøke Dirichletkarakterene. Disse brukes som et grunnlag for å bevise ... -
Primtallsteoremet og zetafunksjonen
(Master thesis, 2013)I denne oppgaven ser jeg på hvordan primtallene er distribuert asymptotisk. Riemanns zetafunksjon er nært knyttet til dette og den defineres først ved hjelp av en Dirichletrekke. Videre utvides definisjonen ved å bruke ... -
Prior construction for discrete Markov models
(Doctoral thesis at NTNU;2015:210, Doctoral thesis, 2015) -
Prior specification for binary Markov mesh models
(Journal article; Peer reviewed, 2019)We propose prior distributions for all parts of the specification of a Markov mesh model. In the formulation, we define priors for the sequential neighborhood, for the parametric form of the conditional distributions and ... -
Privacy Preserving Computation with Fully Homomorphic Encryption
(Master thesis, 2021)Målet med denne oppgaven er å vise hvordan personvernbevarende beregninger kan oppnås gjennom homomorf kryptering. Oppgaven utforsker BGV-kryptosystemet og hvordan det kan brukes til å beregne vilkårlige polynomer på data. ... -
Privacy Preserving Encryption and Machine Learning
(Master thesis, 2023)Målet med denne oppgaven er å undersøke hvordan vi kan bruke homomorf kryptering med maskinlæring. Vi utforsker det homomorfe krypteringssystemet CKKS som fungerer for aritmetikk med omtrentlige tall. Deretter diskuterer ... -
Privacy Preserving Protocals and Security Proof Techniques
(Doktoravhandlinger ved NTNU, 1503-8181; 2009:160, Doctoral thesis, 2009) -
Privacy-Preserving Cryptographic Protocols
(Doktoravhandlinger ved NTNU, 1503-8181; 2012:179, Doctoral thesis, 2012) -
Privacy-Preserving Cryptography from Zero-Knowledge Proofs
(Doctoral theses at NTNU;2022:235, Doctoral thesis, 2022) -
Probabilistic Assessment of Ice Environment and Ridge Loads for the Norströmsgrund Lighthouse
(Chapter, 2018)Structural reliability analysis requires statistical distribution of the loads. One such case is ice load calculation for offshore structures. Ice-structure interaction is a highly stochastic phenomenon due to the natural ... -
Probabilistic assessment of ice rose diagrams for ice drift in the beaufort sea
(Journal article; Peer reviewed, 2019)The intention of this paper is to introduce the ice rose diagram, which is a graphical tool that makes it possible to display the ice drift speed, the occurrence frequency, and the drift direction at a particular location ... -
Probabilistic Forecasting of Solar Radiation in Norway Using Spatial Varying Coefficients for NWP Forecasts
(Master thesis, 2023)Denne masteroppgaven introduserer og evaluerer en modell for etterbehandling av solinnstråling-prognoser. Modellen er trent ved å bruke et dataset som omfatter to og et halvt år med NWP data og målte observasjoner fra 15 ... -
Probabilistic inference in psychosis and autism
(Lecture, 2017)