Pricing multi-asset options with sparse grids

Multi-asset options are based on more than one underlying asset, in contrast to standard vanilla options. A very significant problem within the pricing techniques for multi-asset options is the curse of dimensionality. This curse of dimensionality is the exponential growth of the complexity of the problem when the dimensionality increases,...

Stability, Accuracy, and Robustness of the Time Domain Integral Equation Method for Radar Scattering Analysis

The aim of this thesis is to design a computational method that can be used in modern stealth technology. In particular, the computational method should be capable to simulate scattering of ultra-wideband radar signals for military aircraft constructed with ferromagnetic radar absorbent materials. A full-wave boundary element method has been...

Linear simulation of large scale regional electricity distribution networks and its applications: Towards a controllable electricity network

The volatility of renewable energy sources pose a significant challenge for Distribution Network Operators (DNOs) as it makes planning and maintaining a reliable electricity grid more complex. An essential tool in dealing with the uncertain behavior of renewable energy resources is the load flow simulation, i.e., the standard electricity network...