Search for dissertations about: "Index options"

Showing result 21 - 25 of 51 swedish dissertations containing the words Index options.

  2. 21. Asymptotics of implied volatility in the Gatheral double stochastic volatility model

    Author : Mohammed Albuhayri; Anatoliy Malyarenko; Sergei Silvestrov; Ying Ni; Christopher Engström; Yulia Mishura; Mälardalens universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : We consider a market model of financial engineering with three factors represented by three correlated Brownian motions. The volatility of the risky asset in this model is the sum of two stochastic volatilities. The dynamic of each volatility is governed by a mean-reverting process. READ MORE

  4. 22. Potentials and wood fuel quality of logging residues from indigenous and planted forests in Mozambique

    Author : Rosta Mate; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES;

    Abstract : Search for complementary and alternative renewable energy sources is imperative to meet the current growing demand for wood fuel and for diversification of electricity supply sources in Mozambique. Logging residues from timber harvesting operations and whole tree biomass from short rotation coppice (SRC) are available options. READ MORE

  5. 23. Tumour Biological Factors Characterizing Metastasizing Serotonin-producing Ileocaecal Carcinoids

    Author : Janet Lynn Cunningham; Eva Tiensuu Janson; Kjell Öberg; Irvin M. Modlin; Uppsala universitet; []
    Keywords : Internal medicine; endocrine tumour; midgut carcinoid; serotonin-producing neuroendocrine carcinoma; prognosis; morphology; tachykinin; connective tissue growth factor; islet autoantigen-2; morphology; carcinoid syndrome; Invärtesmedicin;

    Abstract : In this study, metastasizing serotonin-producing ileocaecal carcinoid tumours (MSPCs) were examined for biological characteristics that could be used to define clinically relevant subgroups within this patient population. Possible targets for new treatment options were also explored. READ MORE

  6. 24. Global and continental perspectives on the sustainability of future agricultural water management

    Author : Luigi Piemontese; Fernando Jaramillo; Luigia Brandimarte; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; water; sustainable water management; agriculture; water harvesting; climate change; Sustainability Science; vetenskap om hållbar utveckling;

    Abstract : Ensuring water and food security in the Anthropocene requires an understanding of combined climate change patterns and land and water management options from local to global scale. In many regions, irrigation from river and groundwater sources is being used at unsustainable rates and climate change will further threaten those water sources. READ MORE

  7. 25. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities

    Author : Pontus Söderbäck; Jörgen Blomvall; Martin Singull; Stein-Erik Fleten; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The financial markets have an essential role in society. Further, these markets are constantly evolving. Therefore, models and methods have to be developed and adapted to the new market conditions to be useful for decisions. READ MORE