Essays about: "pricing schemes"

Showing result 1 - 5 of 25 essays containing the words pricing schemes.

  1. 1. The effects of weight-based waste tariff on recycling quantities

    University essay from Umeå universitet/Nationalekonomi

    Author : Klara Holmgren; [2023]
    Keywords : ;

    Abstract : In this paper, I investigate households’ participation in recycling schemes given the pricing policy applied by the municipal waste management organisation. This study aims to provide insights into the effect financial incentive policy has on the recycling quantities of packaging materials. READ MORE

  3. 2. Option pricing with Quadratic Rough Heston Model

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Marina Dushkina; [2023]
    Keywords : option pricing; rough volatility models; Heston model; Monte Carlo methods; calibration; quadratic rough Heston model; volatility smile;

    Abstract : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. READ MORE

  4. 3. 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

  5. 4. Does Carbon Pricing work? A qualitative review of Carbon Pricing’s ex-post results, and policy-design suggestions for improving its efficacy.

    University essay from Lunds universitet/LUCSUS

    Author : Michael Randall; [2022]
    Keywords : Carbon pricing; Sustainability science; ex post results; policy design; decarbonisation; environmental economics; Social Sciences;

    Abstract : The world is currently heading for 3°C of global warming due to global excessive carbon emissions, and while science is producing the knowledge necessary to combat it, the radical change needed is not coming fast enough. Current political and economic paradigms hail carbon pricing as either the, or part of the solution to our carbon emissions problem. READ MORE

  6. 5. Evaluating the suitability of Gaussian process regression and XGBoost on electricity price forcasting

    University essay from Lunds universitet/Matematisk statistik

    Author : Owen Liu; [2021]
    Keywords : Power Markets; Seasonality; Electricity Spot Price; Gaussian Process Regression; XGBoost; Mathematics and Statistics;

    Abstract : Electricity finds itself different from other fresh-ware commodities, it cannot easily be stored. This characteristic trait of electricity results in traditional pricing methods not working for electricity pricing. Thus different pricing schemes are needed, such as Price Forward Curves (PFC) or pricing against a price level. READ MORE