In this thesis, stochastic volatility models with Levy processes are treatedin parameter calibration by the Carr-Madan fast Fourier transform (FFT) method and pricingthrough the partial integro-differential equation (PIDE) approach. First, different models where the underlying log stock price or...

We consider an extension of the classical secretary problem where a decision maker observes only the relative ranks of a sequence of up to N applicants, whose true values are i.i.d. U[0,1] random variables. Applicants arrive according to a homogeneous Poisson Process, and the decision maker...

We extend economic analysis of the nuclear power industry by developing and employing three tools. They are 1) compilation and unification of operating and accounting data sets for plants and sites, 2) an abstract industry model with major economic agents and features, and 3) a model of nuclear...

Metals, Energy and Sustainability Barry Golding Abstract In his keynote address to delegates attending the 1993 Australasian Institute of Mining and Metallurgy Centenary Conference, Brian Skinner concluded that; “The global resources of minerals mined for purposes other than energy are such...

Application Service Providing (ASP) is a recently emerged software delivery model under which an Application Service Provider hosts, manages and delivers software as a service to customers via the Internet or a private network. The ASP model offers benefits from cost savings, specialized...

With developments such as an increase in competition, busier and more sophisticated consumers, companies attempt to achieve a competitive advantage through increased brand equity of their product offerings. Increased brand equity often translates into increased brand loyalty, which in turn means...

Intensive pre-project feasibility and engineering studies begun in 1979 have produced an outline plan for development of a major project for production of shale oil from private lands in the Piceance Basin in western Colorado. This outline plan provides a blueprint for the development of a...

Many companies are oriented on the 4th industrial revolution, they solve daily a lot of new working situation in management and organization of own production processes. The purpose of this paper Is to present methodological tool for motivation of own staff by implementation of Industry 4.0...