Search for dissertations about: "Bing Lu"

Showing result 1 - 5 of 6 swedish dissertations containing the words Bing Lu.

  2. 1. Optimal stopping and incomplete information in finance

    Author : Bing Lu; Erik Ekström; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Analys; Mathematics; Matematik;

    Abstract : .... READ MORE

  4. 2. Separation of carbohydrates in liquid chromatography and capillary electrophoresis with indirect UV detection, and bioanalysis of glucuronides

    Author : Bing Lu; Uppsala universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; PHARMACY; FARMACI;

    Abstract : .... READ MORE

  5. 3. Calibration, Optimality and Financial Mathematics

    Author : Bing Lu; Erik Ekström; Stephane Villeneuve; Uppsala universitet; []
    Keywords : 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.;

    Abstract : 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. READ MORE

  6. 4. Applications of Solid-Phase Microextraction to Chemical Characterization of Materials Used in Road Construction

    Author : Bing Tang; Ulf Isacsson; Xiaohu Lu; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Asphalt release agents; Petroleum oils; Vegetable oils; Bituminous sealants; Bitumen; Emissions; Monocyclic aromatic hydrocarbons; Polycyclic aromatic hydrocarbons; Fourier Transform Infrared Spectroscopy - Attenuated Total Reflectance; Gel Permeation Chromatography; Mass Spectrometry; Gas Chromatography - Mass Spectrometry; Thermogravimetric Analysis; Headspace; Solid-phase microextraction; Calibration.; Building engineering; Byggnadsteknik;

    Abstract : Environmental and health aspects of road materials have been discussed for a long time, mostly regarding bitumen and bitumen fumes. However, just a few studies on other types of road materials have been reported. READ MORE

  7. 5. Factors that Influence the Biochemical Methane Potential (BMP) Test : Steps towards the Standardisation of BMP Test

    Author : Bing Wang; Bioteknik; []
    Keywords : Anaerobic Digestion; Biochemical Methane Potential; Degradation Kinetics; Lignocellulosic Biomass; Mixing; Pre-treatment; Standardisation;

    Abstract : Anaerobic digestion (AD) has gained increasing attention nowadays as an approach for both waste treatment and renewable energy generation. Currently, many different types of materials can be used as feedstock for biogas production via AD process, but their biodegradability (based on methane yield, BDCH4) and potential to produce biogas might vary significantly, and these properties are key parameters that should be taken into consideration for economy, design and operation of a full-scale biogas plant during the selection of potential feedstock. READ MORE