Essays about: "European options"

Showing result 16 - 20 of 199 essays containing the words European options.

  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. Consent to organ donation and family authorization : A causal inference study of the French amendment of article L1232-1 in Code de la santé publique and organ donations

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Moa Lundberg; [2022]
    Keywords : Organ donation; Default options; Presumed consent; Family authorization; Synthetic control method; France;

    Abstract : The world is experiencing a lasting shortage of organ donations – a problem more severe in some countries than others. Literature on the matter argues that an explanation for this is the various legal default consent systems, and the importance put on the opinions of the family members regarding the donation question in case of sudden death. READ MORE

  3. 18. Backshore Once Offshored Manufacturing? : Exploring Sustainability as a Driver for Backshoring Decisions in Sweden

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Valeria Bracamonte Nuñez; [2022]
    Keywords : offshoring; backshoring; sustainability; environmental system analysis tools; environmental decision making; Swedish automotive industry and global steel industry;

    Abstract : This master thesis has been conducted for Hanza Holding AB which is a global company with production facilities grouped into local clusters in proximity to its clients. The company has experienced an increased demand from companies seeking to relocate their production back to their home countries to be closer to their end markets. READ MORE

  4. 19. Energy renovation packages for the decarbonisation of Swedish multifamily buildings

    University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö; Lunds universitet/Avdelningen för Energi och byggnadsdesign

    Author : Bhavik Daya; Hugh Nolan; [2022]
    Keywords : Decarbonisation; Renovation; Multi-family homes; Life Cycle Assessment; Life Cycle Costing; Technology and Engineering;

    Abstract : Sweden and Europe aim to be carbon neutral by 2045 and 2050 respectively. Upgrading the existing building stock has been identified as having great potential in assisting to realise these goals. READ MORE

  5. 20. Evaluation of two different transport options for freight of heavy battery cells : a case study

    University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Author : Malin Andersson; Sara Fridhagen; [2022]
    Keywords : supply chain; sustainability; Lean; battery electric vehicle; transport; filling rate; truck; train; dangerous goods; tied-up capital;

    Abstract : With the change that is taking place in the automotive industry, where production goes from producing internal combustion motor vehicles (ICE) to battery electric vehicles (BEV), this will lead to an increase in transportation of batteries. Batteries are components that are heavy, expensive, and classified as dangerous goods, which means higher demands on transport. READ MORE