Sökning: "state switching"

Visar resultat 1 - 5 av 66 uppsatser innehållade orden state switching.

  1. 1. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility

    Uppsats för yrkesexamina på grundnivå, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Danny Zina; [2020]
    Nyckelord :Pricing American Options; Early Exercise Boundary; Markov-Modulated Volatility; Switching-State Volatility; Extended CRR Model.;

    Sammanfattning : The CRR binomial model is one of the most important models in financial mathematics. In this thesis we consider an extension to this model with Markov switching-state volatility. We present a detailed algorithm for obtaining early exercise boundaries for American options, as well as, fair prices for both American and European options. LÄS MER

  2. 2. Eliminating zero-missing phenomenon in long, high voltage, underground cables

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Agnes Linnet; [2019]
    Nyckelord :Underground cable; zero-missing phenomenon; switching transients; shunt reactors; underexcited generators; Underjordisk kabel; nollbristande fenomen; växlingstransienter; shuntreaktorer; underexiterad generatorer;

    Sammanfattning : The maximum length of an high voltage underground cable (HV UGC) cable is oftenconstrained by the criterion that the cable cannot have more than 50% reactivepower compensation. If this limit is exceeded the current in the circuit breaker maynot have a zero crossing after energization, which is referred to as the zero missingphenomenon. LÄS MER

  3. 3. Prioritering av åtgärder för förbättrad juverhälsa i automatiska mjölkningssystem

    Kandidat-uppsats, SLU/Dept. of Animal Nutrition and Management

    Författare :Elna Laxmar; [2019]
    Nyckelord :automatiska mjölkningssystem; somatiskt celltal; juverhälsa; förebyggande;

    Sammanfattning : Svensk mjölkproduktion har under de senaste 30 åren genomgått stora strukturförändringar. Allt fler gårdar väljer att ställa om från uppbundna system till lösdrifter med ökad mekanisering och automatisering. 40% av svenska mjölkkor kopplade till Växa Sveriges program kokontrollen mjölkas numera i automatiska mjölkningssystem (AMS). LÄS MER

  4. 4. HYDROGEN-FIRED GAS TURBINE FOR POWER GENERATION WITH EXHAUST GAS RECIRCULATION : Emission and economic evaluation of pure hydrogen compare to natural gas

    Master-uppsats, Mälardalens högskola/Framtidens energi; Mälardalens högskola/Framtidens energi

    Författare :Nemir Gibrael; Hamse Hassan; [2019]
    Nyckelord :harmful emission; natural gas; fuel reforming process; hydrogen fired gas turbine; exhaust gas recirculation; techno-economic analysis;

    Sammanfattning : The member states of European Union aim to promote the reduction of harmful emissions. Emissions from combustion processes cause effects on human health and pose environmental issues, for example by increasing greenhouse effect. LÄS MER

  5. 5. Investigating Optical-Field-Induced Currents in GaN using Ultrafast Lasers

    Magister-uppsats, Lunds universitet/Synkrotronljusfysik; Lunds universitet/Fysiska institutionen

    Författare :Vidar Flodgren; [2019]
    Nyckelord :GaN; gallium nitride; nanoscience; material science; ultrafast lasers; Yb Laser; Pharos Laser; titanium sapphire laser; device fabrication; lift-off; gold etching; optical-field-induced currents; modelling; matlab; Physics and Astronomy;

    Sammanfattning : This study saw the development of an experimental setup capable of generating and measuring optical-field-induced currents in a variety of nanodevices fabricated specifically for this project. Each device design features two metallic contacts, closely separated by about 5 micrometers, deposited onto a semiconductor or insulator substrate. LÄS MER