Sökning: "Asian"

Visar resultat 16 - 20 av 213 avhandlingar innehållade ordet Asian.

  1. 16. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction

    Författare :Georgios Foufas; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; option pricing; Greeks; Brownian motion; European option; barrier option; lookback option; Asian option; average option; POD; model reduction; balanced truncation; lookback option;

    Sammanfattning : In this thesis we develop an adaptive finite element method for pricing of several path-dependent options including barrier options, lookback options, and Asian options. The options are priced using the Black-Scholes PDE-model, and the resulting PDE:s are of parabolic type in one spatial dimension with different boundary conditions and jump conditions at monitoring dates. LÄS MER

  3. 17. Spatial Analysis and Modeling for Health Applications

    Författare :Lars Skog; Yifang Ban; Matthew Smallman-Raynor; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sweden; spatial analysis; spatial modeling; spatio-temporal spread; epidemiology; pandemic; walkability; health; Russian influenza; Asian influenza; A H1N1 pdm09; GWM; climate factors;

    Sammanfattning : Despite the benefits of applying methods of geographic information science (GIScience), the use of such methods in health service planning and provision remains greatly underutilized. Spread of epidemic diseases is a constant threat to mankind and the globalization of the world increases the risk for global attacks from multi-resistant bacteria or deadly virus strains. LÄS MER

  4. 18. Numerical analysis for random processes and fields and related design problems

    Författare :Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. LÄS MER

  5. 19. Representations and Significations of Power-Conditions in Asian Countertrade Networks

    Författare :Hedvig Brorsson; Uppsala universitet; []
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  7. 20. Paleoenvironmental and paleoclimatic changes in northeast Thailand during the Holocene

    Författare :Sakonvan Chawchai; Barbara Wohlfarth; Richard Bindler; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Paleoenvironment; paleoclimatic; sediment; peat; multi-proxy; Asian monsoon; the Holocene; Marine Geology; maringeologi;

    Sammanfattning : The long-term climatic and environmental history of Southeast Asia is still fragmentary. This thesis therefore aims at studying lake sediment/peat sequences using a multi-proxy approach to reconstruct the environmental history and the impact of past changes in monsoon variability and intensity on lake ecosystems in Thailand. LÄS MER