Essays about: "European Option"

Showing result 11 - 15 of 183 essays containing the words European Option.

  1. 11. The Predictive Power of Implied Volatility in Option Pricing

    University essay from KTH/Matematisk statistik

    Author : Lovisa Berglund; [2023]
    Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE

  3. 12. The European pressurized-water reactor between narratives and policies: exploring the French nuclear reactor design with a feasibility framework to assess wider implications for France and the EU

    University essay from Lunds universitet/LUCSUS

    Author : Simone Della Coletta; [2023]
    Keywords : EPR; nuclear; feasibility; narrative; policy; sustainability science; Social Sciences;

    Abstract : With fossil fuel-dependencies affecting energy generation, and renewables being contextually limited by intermittency and dispatchability issues, this work explores European Pressurized-water Reactors (EPRs) as a nuclear-based climate mitigation measure in France and in the EU. Through its conceptual framework, this paper evaluates the technical potential of EPRs through the gate-keeping effect of initiative feasibility and narrative analysis. READ MORE

  4. 13. Life cycle assessment on sodium-ion cells for energy storage systems : A cradle-to-gate study including 16 environmental perspectives, focusing on climate change impact

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Rebecca Nibelius; [2023]
    Keywords : Sodium-ion batteries; Life cycle assessment; Cradle-to-gate; Natriumbatterier; Livscykelanalys; Vagga-till-port;

    Abstract : Because of the changing energy supply landscape, with the transition towards renewable energy, an emerging demand for energy storage systems (ESS) is expected in the near future. Battery energy storage is promising to contribute to mitigate the greenhouse gas emissions, but face issues considering resource use (IEA, 2023; IRENA, 2022). READ MORE

  5. 14. Process Analyses for Digitalization and Automation at Operational Stop Points for European Rail Freight. : A Case Study of Hallsberg Marshalling Yard (Sweden)

    University essay from KTH/Transportplanering

    Author : ALI MOHAMMED; HAMZA BASHIR; [2023]
    Keywords : ;

    Abstract : The European Rail Freight Transport industry, is critical to the region's logistics and commerce, has experienced considerable alterations in the last few decades. As the need for efficiency, planning, punctuality, and sustainability grows, there is an obvious need to address operational stop points—areas that contribute delays or inefficiencies in the freight transport process. READ MORE

  6. 15. Exploring backward stochastic differential equations and deep learning for high-dimensional partial differential equations and European option pricing

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Jonathan Leung; [2023]
    Keywords : Backward Stochastic Differential Equations; Semilinear Parabolic Partial Differential Equations; Artificial Neural Networks; Nonlinear Option Pricing; Black-Scholes; Nonlinear Feynman-Kac; Euler-Maruyama;

    Abstract : Many phenomena in our world can be described as differential equations in high dimensions. However, they are notoriously challenging to solve numerically due to the exponential growth in computational cost with increasing dimensions. READ MORE