Sökning: "Erik Levy"

Hittade 3 avhandlingar innehållade orden Erik Levy.

  1. 1. Stepping, placing and headturning biases in newborn infants : A neurodevelopmental perspective

    Författare :Erik Domellöf; Louise Rönnqvist; Marian Jongmans; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Psychology; Psykologi; Psychology; psykologi;

    Sammanfattning : In the present thesis the stepping, placing and head turning responses in healthy humanfullterm newborns are investigated. The main focus is put on a study of these newbornresponses in relation to functional asymmetries, while at the same time exploring anddiscussing different factors that possibly can affect the outcome of such studies. LÄS MER

  3. 2. I fyrkens tid : Politisk kultur i två ångermanländska landskommuner

    Författare :Erik Nydahl; Svenbjörn Kilander; Martin Åberg; Mittuniversitetet; []
    Nyckelord :HUMANIORA; HUMANITIES; kommunalhistoria; modernisering; politisk kultur; arbetarrörelsen; folkrörelser; industrisamhälle; kommunalpolitik; Ytterlännäs; Stigsjö; Ångermanland; History; Historia;

    Sammanfattning : Abstract   Nydahl, Erik; I fyrkens tid. Politisk kultur i två ångermanländska landskommuner 1860-1930 [Voting by income: The political culture of two Swedish municipalities, 1860–1930] Department of Humanities, Mid Sweden University, SE-871 88 Härnösand, Sweden ISBN: 978-91-86694-05-0, ISSN 1652-893X, Doctoral thesis nr: 100 (2010). LÄS MER

  4. 3. Calibration, Optimality and Financial Mathematics

    Författare :Bing Lu; Erik Ekström; Stephane Villeneuve; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; perpetual put option; calibration of models; piecewise constant volatility; optimal liquidation of an asset; incomplete information; optimal stopping; jump-diffusion model; optimal distribution of dividends; singular stochastic control; implied volatility; exponential Lévy models; short-time asymptotic behavior.;

    Sammanfattning : This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility.In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. LÄS MER