| 1. |
- Elchinger, Olivier, et al.
(författare)
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Brackets with (τ,σ)-derivations and (p,q)-deformations of Witt and Virasoro algebras
- 2016
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Ingår i: Forum mathematicum. - : Walter de Gruyter GmbH. - 0933-7741 .- 1435-5337. ; 28:4, s. 657-673
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Tidskriftsartikel (refereegranskat)abstract
- The aim of this paper is to study some brackets defined on (τ,σ)-derivations satisfying quasi-Lie identities. Moreover, we provide examples of (p, q)-deformations of Witt and Virasoro algebras as well as sl(2) algebra. These constructions generalize the results obtained by Hartwig, Larsson and Silvestrov on σ-derivations, arising in connection with discretizations and deformations of algebras of vector fields.
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| 2. |
- Lundengård, Karl, 1987-, et al.
(författare)
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Moment-matching multinomial lattices using Vandermonde matrices for option pricing
- 2016
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Ingår i: Stochastic and Data Analysis Methods and Applications in Statistics and Demography. - : ISAST. - 9786185180188 - 9786185180195 ; , s. 15-29
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Konferensbidrag (refereegranskat)abstract
- Lattice models are discretization methods that divide the life of a financial option into time steps of equal length and model the underlying asset movement at each time step. A financial option of American or European style can be evaluated conveniently via backward induction using a lattice model. The most common lattice models are the well-known binomial- and trinomial lattice models, although severalkinds of higher order models have also been examined in the literature. In the presentpaper we present an explicit scheme for creating a lattice model of arbitrary order and use the Vandermonde matrix to determine suitable parameters. Some selected models created using this scheme are examined with regard to their suitability for option pricing
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| 3. |
- Lundengård, Karl, 1987-, et al.
(författare)
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On Some Properties of the Multi-Peaked Analytically Extended Function for Approximation of Lightning Discharge Currents
- 2016
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Ingår i: Engineering Mathematics I. - Heidelberg : Springer. - 9783319420820 - 9783319420813 ; , s. 151-172
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Bokkapitel (refereegranskat)abstract
- According to experimental results for lightning discharge currents, they are classified in the IEC 62305 Standard into waveshapes representing the first positive, first and subsequent negative strokes, and long-strokes. These waveshapes, especially shot-term pulses, are approximated with a few mathematical functions in literature, in order to be used in lightning discharge models for calculations of electromagnetic field and lightning induced effects. An analytically extended function (AEF) is presented in this paper and used for lightning currents modeling. The basic properties of this function with a finite number of peaks are examined. A general framework for estimating the parameters of the AEF using the Marquardt least-squares method (MLSM) for a waveform with an arbitrary (finite) number of peaks as well as for the given charge transfer and specific energy is described. This framework is used to find parameters for some common single-peak wave-forms and some advantages and disadvantages of the approach are also discussed.
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