Search for dissertations about: "option sensitivity"

Showing result 1 - 5 of 48 swedish dissertations containing the words option sensitivity.

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

    Author : Georgios Foufas; Göteborgs universitet; []
    Keywords : 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;

    Abstract : 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. READ MORE

  4. 2. Nuclear Power as a Climate Change Mitigation Option: a Modelling Approach

    Author : Mariliis Lehtveer; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; CCS; sensitivity analysis; nuclear weapons proliferation; energy system model; nuclear power; climate change;

    Abstract : Although nuclear power can provide electricity with very low life cycle carbon emissions and thus reduce the cost of climate change mitigation, it also brings along many specific challenges: accident risk, need for radioactive waste management and nuclear weapons proliferation risk. Due to this controversial nature nuclear power, among other energy forms, has been relatively little studied in a climate mitigation context. READ MORE

  5. 3. Small Intestinal Neuroendocrine Tumors : Clinical Studies, Novel Serum Biomarkers and Sensitivity to Cytotoxic and Targeted Agents

    Author : Kosmas Daskalakis; Peter Stålberg; Per Hellman; Olov Norlén; Robert Bränström; Uppsala universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; SI-NET; fibrosis; locoregional surgery; liver transplantation; biomarkers; ex vivo sensitivity.;

    Abstract : Small Intestinal Neuroendocrine Tumors (SI-NETs) are indolent neoplasms with an increasing annual incidence of approximately 1/100 000 people. They are often diagnosed at a late stage, restricting treatment efficacy. READ MORE

  6. 4. Cytoreductive Surgery and Intraperitoneal Chemotherapy in Patients with Peritoneal Metastases from Colorectal Cancer : Aspects of loco-regional treatment outcome, patient selection, and chemo-sensitivity

    Author : Peter H Cashin; Haile Mahteme; Wilhelm Graf; Peter Nygren; Frans Zoetmulder; Uppsala universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Kirurgi; Surgery; Oncology; Onkologi;

    Abstract : Previously, peritoneal metastases(PM) from colorectal cancer(CRC) have been considered a terminal and generalised form of cancer. A new treatment strategy combining cytoreductive surgery(CRS) and intraperitoneal chemotherapy(IPC) has recently shown promising results. READ MORE

  7. 5. Exploring spatial and temporal resolution in energy systems modelling : a model-based analysis focused on the developing electricity systems

    Author : Nandi Moksnes; Viktoria Martin; Mark I. Howells; William Usher; Holger Rogner; Hannah Daly; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Energy system optimisation modelling; Global sensitivity analysis; Robust decision methods; Geospatial electrification model; SDG7; SDG13.; Energisystem; optimering; energimodellering; Global känslighetsanalys; Robust decision methods; geospatial elektrifieringsmodell; Globala mål 7; Globala mål 13; Energiteknik; Energy Technology;

    Abstract : The energy system is undergoing a transition in many parts of the world with this transition being driven by several factors such as climate change, and economic and social development. Agenda 2030, with its 17 Sustainable Development Goals (SDGs), has set the direction on where development should be focussed. READ MORE