Advanced search options

Sorted by: relevance · author · university · date | New search

You searched for `subject:(whittaker transform)`

.
Showing records 1 – 3 of
3 total matches.

▼ Search Limiters

1.
Chhabra, Satyapal.
A study of *whittaker* *transform*; -.

Degree: Mathematics, 1967, Pt. Ravishankar Shukla University

URL: http://shodhganga.inflibnet.ac.in/handle/10603/44181

Subjects/Keywords: whittaker transform

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Chhabra, S. (1967). A study of whittaker transform; -. (Thesis). Pt. Ravishankar Shukla University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/44181

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chhabra, Satyapal. “A study of whittaker transform; -.” 1967. Thesis, Pt. Ravishankar Shukla University. Accessed August 12, 2020. http://shodhganga.inflibnet.ac.in/handle/10603/44181.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chhabra, Satyapal. “A study of whittaker transform; -.” 1967. Web. 12 Aug 2020.

Vancouver:

Chhabra S. A study of whittaker transform; -. [Internet] [Thesis]. Pt. Ravishankar Shukla University; 1967. [cited 2020 Aug 12]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/44181.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chhabra S. A study of whittaker transform; -. [Thesis]. Pt. Ravishankar Shukla University; 1967. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/44181

Not specified: Masters Thesis or Doctoral Dissertation

University of California – Berkeley

2.
Beraldo, Dario.
Loop group actions on categories and *Whittaker* invariants.

Degree: Mathematics, 2013, University of California – Berkeley

URL: http://www.escholarship.org/uc/item/0fg9019s

We develop some aspects of the theory of D-modules on schemes and indschemes of pro-finite type. These notions are used to define D-modules on (algebraic) loop groups and, consequently, actions of loop groups on DG categories. We also extend the Fourier-Deligne transform to Tate vector spaces. Let N be the maximal unipotent subgroup of a reductive group G. For a non-degenerate character c of N((t)), and a category C acted upon by N((t)), there are two possible notions of the category of (N((t)),c)-objects: the invariant category and the coinvariant category. These are the Whittaker categories of C, which are in general not equiva- lent. However, there is always a natural functor T from the coinvariant category to the invariant category. We conjecture that T is an equivalence, provided that the N((t))-action on C is the restriction of a G((t))-action. We prove this conjecture for G=GLn and show that the Whittaker categories can be obtained by taking invariants of C with respect to a very explicit pro-unipotent group subscheme (not indscheme) of G((t)).

Subjects/Keywords: Mathematics; Fourier transform; Heisenberg group; higher categories; Langlands correspondence; loop groups; Whittaker invariants

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Beraldo, D. (2013). Loop group actions on categories and Whittaker invariants. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/0fg9019s

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Beraldo, Dario. “Loop group actions on categories and Whittaker invariants.” 2013. Thesis, University of California – Berkeley. Accessed August 12, 2020. http://www.escholarship.org/uc/item/0fg9019s.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Beraldo, Dario. “Loop group actions on categories and Whittaker invariants.” 2013. Web. 12 Aug 2020.

Vancouver:

Beraldo D. Loop group actions on categories and Whittaker invariants. [Internet] [Thesis]. University of California – Berkeley; 2013. [cited 2020 Aug 12]. Available from: http://www.escholarship.org/uc/item/0fg9019s.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Beraldo D. Loop group actions on categories and Whittaker invariants. [Thesis]. University of California – Berkeley; 2013. Available from: http://www.escholarship.org/uc/item/0fg9019s

Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology

3. Maree, S.C. (author). Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions.

Degree: 2015, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:a080360d-9eeb-4b0d-9613-0c736f8769e5

This thesis is about pricing Bermudan options with the SWIFT method (Shannon Wavelets Inverse Fourier Technique). We reformulate the SWIFT pricing formula for European options to improve robustness, which allows us to heuristically select - and test the goodness - of all of the parameters a priori. Furthermore, we propose a simplified version of the SWIFT method, based on the Whittaker-Shannon sampling theory, which is an easy to implement method that posses algebraic convergence in the pricing of European and Bermudan options. The main contribution of this thesis is a new pricing method for Bermudan options by the SWIFT method, for exponential Levy processes using the Fast Fourier Transform. We compare the results of the SWIFT method to those of the COS method.

Delft Institute of Applied Mathematics

Electrical Engineering, Mathematics and Computer Science

Subjects/Keywords: option pricing; Bermudan options; exponential levy processes; wavelet series approximations; Shannon wavelets; Shannon-Whittaker sampling theory; Fourier transform inversion

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Maree, S. C. (. (2015). Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:a080360d-9eeb-4b0d-9613-0c736f8769e5

Chicago Manual of Style (16^{th} Edition):

Maree, S C (author). “Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions.” 2015. Masters Thesis, Delft University of Technology. Accessed August 12, 2020. http://resolver.tudelft.nl/uuid:a080360d-9eeb-4b0d-9613-0c736f8769e5.

MLA Handbook (7^{th} Edition):

Maree, S C (author). “Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions.” 2015. Web. 12 Aug 2020.

Vancouver:

Maree SC(. Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions. [Internet] [Masters thesis]. Delft University of Technology; 2015. [cited 2020 Aug 12]. Available from: http://resolver.tudelft.nl/uuid:a080360d-9eeb-4b0d-9613-0c736f8769e5.

Council of Science Editors:

Maree SC(. Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions. [Masters Thesis]. Delft University of Technology; 2015. Available from: http://resolver.tudelft.nl/uuid:a080360d-9eeb-4b0d-9613-0c736f8769e5