Sökning: "Inverse Monte Carlo"

Visar resultat 6 - 10 av 21 avhandlingar innehållade orden Inverse Monte Carlo.

1. 6. Essays in Quantitative Finance

   Författare :Patrik Karlsson; Nationalekonomiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit valuation adjustment CVA ; derivative pricing; interest rate derivatives; Monte Carlo simulation;

   Sammanfattning : This thesis contributes to the quantitative finance literature and consists of four research papers.Paper 1. This paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function that allows the model to simultaneously fit the implied volatility of commodity and interest rate options. LÄS MER

3. 7. Hydrodynamic control of retention in heterogeneous aquifers and fractured rock

   Författare :Hua Cheng; Vladimir Cvetkovic; Chin-Fu Tsang; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Aquifer; Fracture; groundwater; First-order solution; Monte-Carlo simulation; Nu-clear waste; Heterogeneity; Retention processes; Matrix diffusion; Prediction; Evaluation; Travel time; Flow rate; ; Water engineering; Vattenteknik;

   Sammanfattning : In this thesis, fluid flow and solute transport in heterogeneous aquifers and particularly in frac-tured rock have been investigated using Lagrangian Stochastic Advective-Reaction (LaSAR) framework. The heterogeneity of the aquifer structure or fracture configuration, as well as the various reaction/retention processes have been considered in the modelling approach. LÄS MER

4. 8. Shear Behaviour of Adhesive Layers

   Författare :Karin Leffler; Högskolan i Skövde; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adhersive layer; shear; ENF-specimen; stress-deformation relation; experimental method; J-integral; inverse method; Engineering mechanics; Teknisk mekanik; Teknik; Technology;

   Sammanfattning : An experimental method to determine the complete stress versus deformation relation for a thin adhesive layer loaded in shear is presented. The work is based on a classical specimen geometry, i.e. the end-notch flexure specimen (ENF-specimen) and the experiments are evaluated based on an inverse method. LÄS MER

5. 9. Development of Models, Methods, and Materiel for Deep Tissue Imaging using Light, Ultrasound, and Spectral-Hole Burning

   Författare :David Hill; NanoLund: Centre for Nanoscience; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; biomedical imaging; ultrasound optical tomography; ultrasound-modulated optical tomography; acousto-optical tomography; Monte Carlo light transport; spectral-hole-burning filters; rare-earth-ion doped crystals; stoichiometric lithium niobate;

   Sammanfattning : The medical imaging technique called “ultrasound optical tomography” (UOT) entails light scattered in tissue that is given spatial information by interacting with an ultrasound field, thus allowing for molecular information to be imaged with ultrasonic resolution. This thesis discusses how UOT can be implemented, with most attention put toward the implementation using spectral-hole-burning filters (SHF) in rare-earth-ion-doped crystals. LÄS MER

7. 10. Bayesian Inference in Structural Second-Price Auctions

   Författare :Bertil Wegmann; Mattias Villani; Samita Sareen; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Asymmetry; Bid function approximation; Common values; Gamma model; Gaussian model; Markov Chain Monte Carlo; Private values; Variable selection; Internet auctions; Statistics; Statistik; Statistics; statistik;

   Sammanfattning : The aim of this thesis is to develop efficient and practically useful Bayesian methods for statistical inference in structural second-price auctions. The models are applied to a carefully collected coin auction dataset with bids and auction-specific characteristics from one thousand Internet auctions on eBay. LÄS MER