Essays about: "European Option"

Showing result 16 - 20 of 183 essays containing the words European Option.

  1. 16. Stochastic Runge–Kutta Lawson Schemes for European and Asian Call Options Under the Heston Model

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

    Author : Nicolas Kuiper; Martin Westberg; [2023]
    Keywords : Runge–Kutta Lawson scheme; Heston model; Black–Scholes model; Stochastic Differential Equation; Euler–Maruyama scheme; Midpoint scheme; Monte Carlo; European Options; Asian Options; Option pricing.;

    Abstract : This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. READ MORE

  2. 17. How does capital structure change during crises? A study through 2006-2021. Starring: The Financial crisis 2008 & the Covid-19 pandemic

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Philip Andersson; Terese Ekmark; [2022-04-07]
    Keywords : ;

    Abstract : In this paper the changes in the capital structure in large European firms was studied through the years 2006-2021. The focus was on how the capital structure changes in a crisis. The timeline includes two crises, the financial crisis 2008 and the Covid-19 pandemic. READ MORE

  3. 18. Prototyping of an automated cyclic Neutron Activation Analysis setup

    University essay from Lunds universitet/Kärnfysik; Lunds universitet/Fysiska institutionen

    Author : Cornelius Maurer; [2022]
    Keywords : Nuclear Physics; Neutron activation analysis; cyclic-NAA; Physics and Astronomy;

    Abstract : A prototype Neutron Activation Analysis (NAA) setup based on a Deuterium-Tritium (DT) neutron generator is under development at Lund University. It serves as proof-of-principle for NAA based on a Compact Accelerator-driven Neutron Source. READ MORE

  4. 19. Bio-LNG and CO2 liquefaction investment for a biomethane plant with an output of 350 Nm3/h : A techno-economic-environmental analysis

    University essay from Högskolan i Gävle/Energisystem och byggnadsteknik

    Author : Lars-Julian Vernersson; [2022]
    Keywords : Biomethane liquefaction; Carbon dioxide liquefaction; Biogas upgrading; Liquefaction economy; Biomethane life cycle assessment; Biomethane greenhouse gas saving potential; Biomethane emission factor.;

    Abstract : Stricter requirements from the European Union and the German government regarding the utilization of renewable and sustainable fuels for transportation, power, and heat production are currently in effect. This has led to that heavy transportation companies are looking for a more sustainable alternative to liquefied natural gas, such as liquefied biomethane. READ MORE

  5. 20. Insekter till middag! : är Sverige redo för en ny matkultur?

    University essay from SLU/Department of Molecular Sciences

    Author : Nikolina Ström; [2022]
    Keywords : Insekter; Livsmedel; Hållbarhet; Matkultur; Entomofagi;

    Abstract : Är Sverige redo för en ny era i sin matkultur? Vi har gjort det förut och vi kan göra det igen! Entomofagi! Äta insekter? Svensk matkultur har ändrats mycket genom tiden och förändras fortfarande, kommer insekter kunna bli ett populärt alternativ på marknaden tro? Förr åt vi varken pasta, pizza, falafel eller sushi. Det har vi delvis medlemskapet i EU att tacka för, då det medförde bland annat frihandelsavtal inom EU. READ MORE