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Analysis of Variance Based Financial Instruments and Transition Probability Densities Swaps, Price Indices, and Asymptotic Expansions
(North Dakota State University, 2018)
This dissertation studies a couple of variance-dependent instruments in the financial market. Firstly, a number of aspects of the variance swap in connection to the Barndorff-Nielsen and Shephard model are studied. A partial ...
Homological Dimensions with Respect to a Semidualizing Complex
(North Dakota State University, 2015)
See Dissertation Document for Full Abstract (Mathematical Symbols Included)
The Game of Nim on Graphs
(North Dakota State University, 2011)
The ordinary game of Nim has a long history and is well-known in the area of combinatorial game theory. The solution to the ordinary game of Nim has been known for many years and lends itself to numerous other solutions ...
Ramification and Infinite Extensions of Dedekind Domains
(North Dakota State University, 2010)
This dissertation presents methods for determining the behavior of prime ideals
m an integral extension of a Dedekind domain. One tool used to determine this
behavior is an algorithm that computes which prime ideals ...