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Master’s theses
Publications, the effects of social assistance and unemployment insurance on employment outcomes: evidence from new micro level administrative data at statistics sweden between 2019-2023.
Bernhardsson, Molly
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The Effects of Social Assistance and Unemployment Insurance on Employment Outcomes: Evidence from new micro level administrative data at Statistics Sweden
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Master Thesis: The Effect of Electoral Outcomes on a Municipal Level in Sweden on Local Crime Rates
Marschlich, Maximilian
Cost-Effectiveness of PTSD Coach, a Self-Management Mobile App for Posttraumatic Stress Disorder, in Sweden
Andersson, Johannes
What is the effect of political coalitions on economic outcomes?: A Regression Discontinuity approach for Swedish municipalities during 1994-2017
Aronsson, Gustav
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Labour Demand Composition and Wage Responses in a Transition to a Clean Economy: A Case Study on the EU ETS
Boksebeld, Jeroen
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The Effect of Paternal Job Loss on Intergenerational Mobility in Educational and Occupational Choice
Tuominen, Oona
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Trends in the Composition-Adjusted College Wage Premium: Evidence From Sweden
Nilsen, Gabriel
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The Impact of the Covid-19 Outbreak on theGeographical Labour Mobility in Sweden’sMunicipalities
Ranjbar, Nooshin
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The role of video game quality in financial markets
Surminski, Nikolai
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A Behavioural Explanation for Asymmetric Volatility Puzzle: Evidence from European Volatility Index.
Aljaid, Mohammad
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The Effects of Automation Technology on Wage Inequality in Europe
Hellgren, Elsa
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Economic Distress and the Demand for Gender Equality Policies
Cardebring, Rebecca
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What difference does a week make?: An empirical analysis evaluating the effect of induction of labor in gestational week 41 among births in Sweden
Eriksson, Angelica
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Is there a J-curve in the bilateral trade between Sweden and the Euro area? An industry data approach.
Solhusløkk Höse, Olav
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Expecting the unexpected: How distance to maternity wards affects moving
Munter, Emil
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Education and vaccination: Examining how education affects the probability of getting vaccinated
Stenerlöv, Theodor
Cost-push shocks and monetary policy transmission under the existence of fixed rate mortgage contracts and high indebtedness
Backberg, Emma
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Insulin pumps and the health of Type 1 Diabetes patients
Hellquist, Oskar
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Do niche parties make a difference? The effect of extremist parties’ council representation on public policy
Dapfer, Mona
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Implied Redistributive Preferences in Canada
Xie, Quan Cheng
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Trading gender equality?: Examining the impact of exposure to gender equality through trade on the gender wage gap: A European multi-country approach
Rieschel, Rebecca
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Estimating the Effects of European Union Membership on Income Using Synthetic Control Methods
Andersson, Jonathan
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What´s a few more women in the long run?: Estimation of how an influx of women effect the wage trends in Sweden
Giertz Olohan, Josephine
Distance education and distance examinations: Investigating the effect of distance education and distance examinations on academic performance
Melander, Lukas
The Impact of Violence on Interpersonal and Institutional Trust: Evidence from Mexico
Randau, Mårten
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Guns N’ Houses: On Gun Violence and Housing Prices in Sweden’s Metropolitan Areas
Nydahl, Linnea
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The Effect of Pre-exposure Prophylaxis for HIV Implementation on the Spread of Syphilis: Evidence from Brazil
Zaffari Jr., Marcos Antonio
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On the generosity of unemployment insurance and its effects on reemployment wages: Is unemployment due to pickiness?
Häggkvist, Martin
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The Effects of China's Comprehensive Medical Reform: Evidence from the China Family Panel Studies (CFPS)
Optimal income taxation with heterogeneous excess returns and portfolio choice.
Häggbom, Gustav
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The Pension Literacy Anomaly: Assessing age and sex groups’ pension knowledge and their respective portfolio performance withinthe Swedish occupational pension
Gajic, Daniel
Shocking Prices: Examining the short-run price elasticity of household electricity demand
Eliasson Rabo, Klara
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We can't always get what we need: A methodological study on the trade-off between disease severity and treatment effect in Swedish healthcare prioritization using a discrete choice experiment
Wadell Leimdörfer, August
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Does increased competition between healthcare providers influence the number of opioid prescriptions dispensed?
Mir, Tahrin
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Unemployment and Support for Radical Right Populist Parties: Evidence from Sweden
Simon, Isabel
The Effect of Needle Exchange Program on HIV and Hepatitis: Evidence from Sweden
Eriksson, Anna
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Exchange Rates and Trade Flows: An Econometric Analysis of Structural Breaks in the Swedish Trade
Winnansson, Lars
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Need for Speed(y) Conversion to a Low-Emission Vehicle Fleet: The Incidence of the Swedish Feebate Tax in the Presence of the Impending EU CO2 Emission Standards
Dagher, Michaela
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The Price Effects of Reduced VAT on Book: Evidence From the Swedish Consumer Market
Dracke, Dennis
Proportional income taxation and heterogeneous labour supply responses: A study of gender-based heterogeneity in extensive margin labour supply decisions in response to changes in proportional income taxation in Swedish municipalities from 1960 to 1990
Syrén, Elliott
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Relieving skilled workers from routinetasks with automation: Evidence from an RPA automation of administrative social work in the Swedish municipality Ronneby – a synthetic control approach
Karlberg Hauge, Vincent
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How does the market condition affect the IPO market?: -Evidence from the Nordic region
Jedemark, Erik
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Impact of Covid-19 of housing preferences in Sweden
Andrén, Erica
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Do names matter?: The effect of having a middle eastern sounding surname on getting elected to the Swedish municipal council
Glanell, Hanna
The Inflation Sensitivity of the Swedish Pension System: A study on how inflation affects the equality of consumption between Swedish pensioners
Torstensson, Moa
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The Effect of Introducing a Curbside Recycling System on the Recycling Behavior of Households
Särnholm, Jenny
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What will make you donate?: The effect of the Swedish tax credit for charitable giving on giving to charitable organizations
Svalling, Erik
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Can restricting access to public indoor areas cause vaccine hesitant people to get vaccinated?: A study looking into how the first dose vaccine uptake was affected by the restriction of unvaccinated people in public indoor areas in Germany and Belgium during the fall/winter of 2021/2022.
Lepikko, Jens
The Price of Fear: Estimating the economic effect of fear of crimeusing sold apartments in Stockholm, Sweden
Erik, Nytell
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Master's theses in mathematics
Applications of random walks: how random walks are used in wilson's algorithm and how they connect to electrical networks.
Jonsson, Erik
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Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation
Khan, Mohammed Moniruzzaman
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Solving Partial Differential Equations With Neural Networks
Karlsson Faronius, Håkan
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Application of Bootstrap in Approximate Bayesian Computation (ABC)
Nyman, Ellinor
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Distances in random trees
Lundblad, Jacob
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Empirical Analysis of Joint Quantile and Expected Shortfall Regression Backtests
Ågren, Viktor
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The Ext-Algebra of Standard Modules of Bound Twisted Double Incidence Algebras
Norlén Jäderberg, Mika
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A stochastic game of hiring and firing
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On the Modelling of Stochastic Gradient Descent with Stochastic Differential Equations
Leino, Martin
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Itô Diffusions on Level Sets
Olofsson, Coën
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Octonion Algebras over Schemes and the Equivalence of Isotopes and Isometric Quadratic Forms
Hildebrandsson, Victor
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Statistical Analysis on Aerodynamics of Passenger Vehicles
Peng, Dingkang
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Pricing of FX products - list rates
Edvardsson, Emma
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Option pricing with Quadratic Rough Heston Model
Dushkina, Marina
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Stochastic Geometry and Mosaic Models with Applications
Nilsson, Albert
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On Predicting Price Volatility from Limit Order Books
Dadfar, Reza
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Scalable Nonparametric L1 Density Estimation via Sparse Subtree Partitioning
Sandstedt, Axel
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On modelling OMXS30 stocks - comparison between ARMA models and neural networks
Zarankina, Irina
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Markov Chain Monte Carlo
bilal, bilal
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Stationary Distribution of Markov Chain
Neamat, Eleazar
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Computation of the superpotential for monotone Lagrangian submanifolds in products of complex projective lines
Hendi, Yacoub
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Hawkes Processes on Socialand Mass Media:: A Causal Study of the #BlackLivesMatter Movement inthe Summer of 2020
Lindström, Alfred Minh
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Sampling and community structure in bipartite graphs
Toropova, Ekaterina
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Random Graph Models of a neocortical column in a rat’s brain and their topological statistical distributions
Barber, Kieran
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Prediction for Financial Time Series
Liu, Yizhou
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Lattice Basis Reduction Using LLL Algorithm with Application to Algorithmic Lattice Problems
Polách, Juraj
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Predictions of groundwater-level data using Transfer functions and ARIMAX-models
Freyland, Sara
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Exceptional Groups and their Generators
Ali, Hassan
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The self-exciting Hawkes processand dynamic contagion
Dahlqvist, Isak
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Scalable Algorithms in NonparametricComputational Statistics
Graner, Johannes
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C*-algebras and the Spectral Theorem
Fors, Hannes
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The multivariate time series analysis of the SEK/USD exchange rate
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Ricci flow of asymptotically hyperbolic metrics
Hjort, Oliver
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Perpetual American Options and ImpliedVolatility
Mellquist, Ebba
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Behavior and Performance of Some Inference Tools in Beta Regression
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Distributed Trajectories under Mobile Phone Network: Empirical Estimation on Origin-Destination Matrix and Time-inhomogeneous Simulation
Zhang, Liyuan
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The Weak Lefschetz Property For Artinian Quadratic Monomial Algebras
Waara, Einar
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Higher preprojective algebras and higherAuslander algebras
Tsang, Hin Chung Henry
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A Hiring and Firing Problem with IncompleteInformation
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Perron–Frobenius theorem and Z ≥0 [S 3 ]-semimodules
Cuszynski-Kruk, Mikolaj
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Modeling Mortality from COVID-19 Using Poisson Based Regressions: The Case of Sweden
Birhanu Benti, Temesgen
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Financial Models With Transaction Costs
Auffredic, Jérémy
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DG-algebra computations for singular legendrian knots
Bäcke, Martin
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The Dividend Problem for Diffusion Processes
Deigård, Patrik
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American call options under incomplete information
Göransson, Daniel
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Symplectic Fibrations and Connections
Chauwinoir, Kevin
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Neural Networks for Option Pricing
Lindqvist, Sebastian
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Time series analysis of Covid-19 pandemic in Sweden
Ogumoshabe, Disan
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Quickest detection with an observation cost
Norman, William
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Relative Hochschild (co)homology
Lindell, Jonathan
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Classification Of Finite-Dimensional Complex Semi-Simple Lie Algebras And Serre’s Theorem
Gustavsson, Bim
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Sequential testing of the sign of the drift of a Brownian motion
Karimidamavandi, Ashkan
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Overview of Bayesian sequential testing for the drift of a Wiener process
Vogli, Aleksander
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Expanding flows of curves in the hyperbolic plane
Meco, Benjamin
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Dimensional Reduction using Diffusion Maps
Roozemond, Edwin Sebastiaan
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Modular Forms and Related Topics
Rousu, Linnea
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VaR Techniques
Solomonov, Isak
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Algebras in Monoidal Categories
Matsson, Isak
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Symplectic Homology and Shape of Cotangent Bundles
Henriksen, Tobias Våge
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Local unknottedness of planar Lagrangians with Boundary
Wang, Zixuan
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Fitting Yield Curve with DynamicNelson-Siegel Models: Evidence from Sweden
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Multiple Orthogonal Polynomials & Modifications of Spectral Measures
Vaktnäs, Marcus
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Metric Spectral Theory and the Invariant Subspace Problem
Pence, Zachary
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Symmetric Functions and Kronecker Coefficients
Wang, Ruoyu
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Variational Bayes as a Computer Intensive Method for Bayesian Regression
Zetterström, Victor
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Asymptotic Characteristics of Random Planar Graphs: with an introduction to analytic combinatorics
Sopena Gilboy, Bernat
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Estimating return levels for weather events with GAMLSS and extreme value distributions
Backhouse Lötman, Leo
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Analys och modellering av kontorshyran i Stockholm
Rydman, Max
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Physics Informed Machine Learning of Nonlinear Partial Differential Equations
Mack, Jonas
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Gaussian Process Regression In Computational Finance
Herfurth, Hugues
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Using Hidden Markov Models to Beat OMXS30
Varenius, Malin
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Bayesian sequential testing of the drift of a multi-dimensional Brownian motion
Valachi, Georgia
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Quivers for semigroup algebras of binary relations of small rank
Pérez Manríquez, Alejandra
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Simple Transitive 2-Representations of Cell 2-Subcategories for Algebras with a Self-Injective Core
Stroiński, Mateusz
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Financial Applications of Algorithmic Differentiation
Wang, Chengbo
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Hedging of Weather Derivatives
Larsson, John
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A Comparison between Approximations of Option Pricing Models and Risk-Neutral Densities using Hermite Polynomials
Ahy, Nathaniel
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Conditional mean variables: A method for estimating latent linear relationships with discretized observations
Berggren, Mathias
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K-Theory and A n -Spaces
Hedlund, William
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Fairness and parameter importance in logistic regression models of criminal sentencing data
Kaponen, Martina
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Spacetime Penrose Inequality For Asymptotically Hyperbolic Spherical Symmetric Initial Data
Hou, Mingyi
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Pricing of Interest Rate Derivatives under the Cheyette model
Nyamai, Dayton
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Global dimension of (higher) Nakayama algebras
Berg, Sandra
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Mathematical aspects of Pairs Trading
Orfanidis, Georgios
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Predicting Stock Market Price Direction with Uncertainty Using Quantile Regression Forest
Castoe, Minna
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Clustering using k -means algorithm in multivariate dependent models with factor structure
Dineff, Dimitris
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Privacy In Data Science: Statistical Models With Integrated Privacy Protection & GDPR Compliant Learning
Långström, Cristoffer
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Observable Cyber Risk and Market Concentration
Hoxell, Amanda
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PSA testing, seasonal variation and relations to media in terms of prostate cancer
Eriksson, Linnéa
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A study of an approximate equation for sharp fronts in the generalized Surface Quasi-Geostrophic Equations in the cylinder
Fraile, Marc
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Searching for self-injective planar quiverswith potential
Pettersson, Samuel
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Irreducible representations of finite monoids
Hindlycke, Christoffer
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Word Embeddings and Gender Stereotypes in Swedish and English
Précenth, Rasmus
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Category O for Takiff sl 2
Söderberg, Christoffer
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Verma Modules, The Weyl Character Formula and Embedding Theorems
Husain, Aban Zehra
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Anomaly Detection in Seasonal ARIMA Models
Örneholm, Filip
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Gromov-Witten invariants for ℂ P n
Husin, Axel
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Parametric Geometry of Numbers and Exponents of Diophantine Approximation
Landstedt, Erik
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Optimal Importance Sampling for Diffusion Processes
Fröberg, Malvina
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On some Spectral Properties of Stochastic Similarity Matrices for Data Clustering
Pihlström, Ralf
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Spectral Theory for Perron-Frobenius operators
Slegers, Wouter
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The Hawkes process – a self-exciting Poisson shot noise model
Landström, Julia
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Sequential Testing for Diffusion Processes
Lundin, Erik
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What is the link between temperature, carbon dioxide and methane? A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
Persson, Erik K
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Past predicts the future with Supervised Learning and James-Stein theory
Sjöholm, Sebastian
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Privacy and Analysis of Trajectories and Co-Trajectories
Dahne, Joel
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A stochastic differential equation derived from evolutionary game theory
Treacy, Brian
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The Orbit Method and Geometric Quantisation
Litsgård, Malte
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The Selfinjective Nakayama Algebras and their Complexity
Restadh, Petter
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Optimal margin levels in Gaussian environments
Veselinović, Katarina
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Micro payments: Viable technical platforms and models for a bankto provide payments on micro amounts
Cribäck, Kevin
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Applications of Quantiles In Portfolio Management
Bergling, Fredrik
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Modeling Information Transfer in High-Density Crowds
Eriksson, Olle
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The Vladimirov Heat Kernel in the Program of Jorgenson-Lang
Nilsson, Mårten
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To learn and evaluate a system for recommending business intentions based on customer behaviour
Fastlund, Niklas
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Optimal Stopping with Discrete Costly Observations
Wang, Yuqiong
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Quantitative analysis of the decline int he ratio of Swedish limited companies with bank loans between 1998 and 2015
Markesjö, Erik
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The p -Laplace equation – general properties and boundary behaviour
Fejne, Frida
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Constraints of Binary Simple Homogeneous Structures
Rönchen, Philipp
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Stock Price Predictions using a Geometric Brownian Motion
Lidén, Joel
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Deep neural networks and fraud detection
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Liquidity Adjusted Value-at-Risk and Its Applications
Wang, Peiyu
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Tilting modules in d -cluster tilting subcategories
Persson Westin, Elin
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Asian option pricing using graphics processing units
Shchekina, Anna
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Bimodules over dual numbers
Jonsson, Helena
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Pricing of Barrier Options Using a Two-Volatility Model
Papakonstantinou, Konstantinos
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Option Pricing Model with Investor Sentiment
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Portfolio Performance Analysis
Sjödin, Elin
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Volatility modelling with exogenous binary variables
Gustafsson, William
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Recovery Rate Modelling of Non-performing Consumer Loans
Falk Soylu, Denniz
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Diagnosing Metastatic Prostate Cancer Using PSA:A Register-Based Cohort Study with Missing Data
Westerberg, Marcus
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Optimization of live energy market trading with temporally flexible water pumps
Hansler, Perry
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Topological K-theory and Bott Periodicity
Magill, Matthew
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Optimal exercise of an American Option under drift uncertainty
Braojos Peláes, Marta Rita
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Least Squares Radial Basis Function generated Finite Differences for Option Pricing
Dumanois, Stephane
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Debit Value Adjustment & Funding Value Adjustment
Serti, Pierre; William, Tom
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Legendrian Conormals of 2-Knots
Krohn, Johannes
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On division algebras of dimension 2 n admitting C n2 as a subgroup of their automorphism group
Hammarhjelm, Gustav
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On Completion of Modules and the Abelian Group Formed from Extension of Modules
Jarl, Timmy
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Mean field approximations of spatial models of evolution
Gyllingberg, Linnéa
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Forecasting of a Loan Book Using Monte Carlo Methods
Cassar, Peter
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FVA: Funding Value Adjustment
Siadat, Medya
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Contact Homology of Legendrian Knots in Five-Dimensional Circle Bundles
Asplund, Johan
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Statistical modelling of gene expression data: With applications to ribonucleic-acid-sequencing data of Escherichia Coli
Karlsson, Torgny
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Optimal Liquidation of Stock
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Extreme joint dependencies with copulasA new approach for the structure of C-Vines
Krouthén, Johannes
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d -cluster tilting modules over quotients of path algebras of type A n
Vaso, Laertis
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Volatility Derivatives – Variance and Volatility Swaps
Marklund, Joakim; Karlsson, Olle
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Pricing American Options using Lévy Processes and Monte Carlo Simulations
Bergström, Jonas
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Financial Modeling Under Incomplete Information
Bliatsios, George
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Expander Graphs and Explicit Constructions
Lountzi, Angeliki
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Pricing exotic power options
Hansen, Peder
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Peaks-Over-Threshold Modelling of Environmental Data
Bommier, Esther
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Fast Fourier Transforms in IMEX-schemes to price options under Bates model
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Parsimonious Dynamical Systems using the LASSO and the Bootstrap
Linscott, Ross; Wiklund, Tilo
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Information Diffusion-Based Modeling of Oil Futures Prices
Fjellström, Carmina
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On a new logistic regression model for bankruptcy prediction in the IT branch
Belyaeva, Elena
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Finite Differences Based on Radial Basis Functions to Price Options
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Statistical analysis of wave heights using Kalman Filtering methods
Linroth, Cecilia
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Two Notions of Semantics of the Simple Theory of Types
Granberg Olsson, Mattias
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Legendrian Approximations
Strängberg, Dan
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Calibration of stochastic volatility models
Kovachev, Yavor
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Properties of the energy Laplacian on the Sierpinski Gasket
Tsougkas, Konstantinos
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Calculating the density of a Heston stochasticvolatility model
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Analytical Valuation of American-Style Asian Options under Jump-Diffusion Processes
Saize, Stefane
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Valuation of American put options with exercise restrictions
Djindja, Domingos
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Monte Carlo Pricing of American Style Options under Stochastic Volatility
Simkus, Darius
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Hedging of Volatility
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Knock Out Power Options in Foreign Exchange Markets
Sicuaio, Tomé Eduardo
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Unbounded orbits in almost circularouter billiards: A numerical exploration
Kyriakopoulos, Nikos
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Classication of simple complex weight modules with finite-dimensional weight spaces over the Schrödinger algebra
Frisk Dubsky, Brendan
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The Rate of Mixing for Diagonal Flows on Spaces of Affine Lattices
Edwards, Samuel
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A Comparison of Models for Oil Futures
Haseeb, Hayat
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Dimension Reduction and Adaptivity to Price Basket Options
Ghafari, Paria
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Müller Density-Matrix-Functional Theory: Existence of Solutions and their Properties
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Horizon-unbiased Utility of Wealth and Consumption
Eyiah-Donkor, Emmanuel
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Price sensitivity to the exponent in the CEV model
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Estimation of hot and cold spells with extreme value theory
Gong, Sheng
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Variance Dependent Pricing Kernels in GARCH Models
Khalilzadeh, Amir Hossein
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Barycentric and harmonic coordinates
Lidberg, Petter
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Applications of the Heath, Jarrow and Morton (HJM) model to energy markets
Jawaid, Hassan
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A bar construction in Morse-Witten homology
Lundberg, Emilia
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Statistical models of breast cancer tumour growth for mammography screening data
Abrahamsson, Linda
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Pricing options on defaultable stocks
Tayibov, Khayyam
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An Empirical Comparison of Different Approaches in Portfolio Selection
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Finding the Value at Risk for Credit Default Swaps
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Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy
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Three Systems of Orthogonal Polynomials and Associated Operators
Musonda, John
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Effective representations of Hecke-Kiselman monoids of type A
Forsberg, Love
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A zero-one law for l -colourable structures with a vectorspace pregeometry
Ahlman, Ove
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Pricing Barrier Options using Monte Carlo Methods
Wang, Bing; Wang, Ling
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Shortest paths through a reinforced random walk
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Modeling of Market Volatility with APARCH Model
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The VIX Volatility Index
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Option Pricing with Extreme Events
Pour Abdollah Farshchi, Elham
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Optimal stopping and the American put under incomplete information
Vannestål, Martin
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Properties of the SABR model
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Monte Carlo Methods in American Put Option Pricing
Ahmady Phoulady, Hady
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Brownian Motions and Scaling Limits of Random Trees
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Nonlinear phenomena and resource exploitation in group living organisms
Jamal, Muhammad
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Flexibility and Robustness of Biochemical Switches
Bashardanesh, Zahedeh
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Modeling and simulation of highway traffic using a cellular automaton approach
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Pricing Callable Bonds
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Calculation of Expected Shortfall via Filtered Historical Simulation
Yuan, Huang
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Filtered historical simulation and option pricing
Sheng, Gong
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A Comparison of Local Volatility and Implied Volatility
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An Introduction to Lefschetz Coincidence Theory with an Application to Differential Equations
Wenzel, Ansgar
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Area preserving isotopies of self transverseimmersions of S 1 in R2
Karlsson, Cecilia
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A Stochastic Model for the spread of Pertussis
Luo, Siding
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Digital Straight Line Segment Recognition on Non-Standard Point Lattices
Hubble, Kelly
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Analysis of the Discount Factors in Swap Valuation
Zheng, Juntian
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Modeling Credit Risk through Intensity Models
Padres Jorda, Guillermo
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Convexity theory for term structure equation: an extension to the jump-diffusion case
Zeng, Kailin
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Option pricing and hedging in jump diffusion models
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Static Hedging
Loucks, Julie
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Forecasting Value at Risk with Historical and Filtered Historical Simulation Methods
Piroozfar, Ghashang
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The Least-Squares Method for American Option Pricing
Huang, Xuejun; Huang, Xuewen
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On Simulation Methods for Two Component Normal Mixture Models under Bayesian Approach
Liang, Liwen
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Short rates and bond prices in one-factor models
Naveed Nazir, Muhammad
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Cost Connected to Master Data
Zhao, Yuwei
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A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options
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Pair Trading in Optimal Stopping Theory
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Pricing American options using Monte Carlo methods
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Pricing Asian Options using Monte Carlo Methods
Zhang, Hongbin
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Simple weight q 2 (C)-supermodules
Orekhova, Ekaterina
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Pricing Some American Multi-Asset Options
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Optimal Liquidation of a Mispriced Option Spread
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Bayesian Analysis of a Stochastic Volatility Model
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Structured products: Pricing, hedging and applications for life insurance companies
Osman Abdelghafour, Mohamed
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A comparison of normalisatin methods for peptide microarrays
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Multiple imputing simulated missing data
Malfert, Mauricio
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The Thue–Siegel–Roth Theorem
Ishak, Daniel
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Simple weight sl (2)-modules and their tensor products
Durdek, Antoine
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Static hedging of barrier options in discrete and continuous time
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Decomposition of Certain C[ S n]-modules into Specht Modules
Chapovalova, Valentina
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Synergism in N-player GamesAdaptive dynamics analysis of synergism in N-player games with basic payoff model
Cornforth, Daniel
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The Kuramoto Model
Cooray, Gerald
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Statistical Analyses of E-space Communication AB Database
Santin, Paolo
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Stochastic Volatility and the Volatility Smile
Galiotos, Vassilis
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Convexity of option prices in the Heston model
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Stochastic modeling of oil futures prices
Hosseini, Mina
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Difficulties in pricing of real options
Atsu, Francis
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On Estimation of GARCH Models with an Application to Nordea Stock Prices
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Forecasting volatility
Minkah, Richard
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Binomial approximation methods for option pricing
Sherwani, Yasir
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Option pricing with transaction costs and a non-linear Black-Scholes equation
Mawah, Bernard
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Convexity and lgo-convexity of bond prices
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Stochastic volatility, convex prices and bubbles
Bjarnason, Thorir
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Measuring portfolio performance
Shahid, Muhammad
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Some applications of the Radon-Nikodym theorem to asymptotic martingales
Daghighi, Abtin
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A validated solver for one-dimensional non-autonomous ordinary differential equations
Danis, Alexander
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Improving the Markowitz Model using the Notion of Entropy
Cheng, Chao
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The UPM/LPM Framework on Portfolio Performance Measurement and Optimization
Kong, Lingwen
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The uncertainty principle for functions with sparse support and spectrum
Ríos Zertuche R. Z., Rodolfo A.
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Dynamics, Stability and Bifurcation Phenomena in the Nonlocal Model of Cortical Activity
Doubrovinski, Konstantin
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The Dirichlet problem for certain discrete structures
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Statistical Genetics for the Budset in Norway Spruce
Liesch, Rahel
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Thesis Projects
The degree project usually takes place in the final phase of the studies and is a course offering the student practice in planning, implementing, documenting and presenting an independent work. Meanwhile, it provides contact with research and development work. The course also includes reading and reporting of selected advanced literature. The degree project can take place at a company, a government agency or a university department, in Sweden or abroad.
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Volatility & The Black Swan: Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19. Tingstedt, Karl. 2022. Download full text (pdf) Open access. Master's theses at the Department of Economics.
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Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy. Zhou, Long. 2012. Download full text (pdf) Open access.
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Master and IT engineering students D- and E-level ... Presentations and Dates; Bachelor C-level; Master and IT engineering students D- and E-level; Thesis Projects . The degree project usually takes place in the final phase of the studies and is a course offering the student practice in planning, implementing, documenting and presenting an ...
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