Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"affine structure"”.
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Valuation and Risk Measurement of Guaranteed Annuity Options under Stochastic Environment
… rate, which could also have a correlation structure. For the valuation problem, a general framework is put forward where correlated interest and mortality rates are modelled as affine-diffusion processes. A new concept of endowment-risk-adjusted measure is introduced to facilitate the …
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Floer cohomology in the mirror of the projective plane and a binodal cubic curve
… by fractional integral points in the singular affine structure on the base of the torus fibration. The algebra structure on the Floer cohomology is computed using the symplectic techniques of Lefschetz fibrations and the TQFT counting sections of such fibrations. We also show that our results …
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Instanton correction, wall crossing and mirror symmetry of Hitchin's moduli spaces
… in determining instanton corrections of complex structures of Calabi-Yau varieties in the context of mirror symmetry from a singular affine structure with additional data. We will show that the two instanton correction problems are equivalent in an appropriate sense via the identification of the …
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Analytical Estimation of Value at Risk Under Thick Tails and Fast Volatility Updating
… revenues are evolving according to a mixed non-affine stochastic volatility-jump diffusion process. The mixture of stochastic volatility and jumps diffusion accounts for the maximum tail thickness, whereas the nonaffine structure of stochastic volatility captures the fast volatility updating. …
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New effective theories of gravitation and their phenomenological consequences
… gravitational theory. We then establish that the affine structure and the metric of the spacetime are not generally related, and that there is no physical reason to impose a certain affine connection to the gravitational theory. We review the importance of gauge symmetries in Physics and construct …