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Simulation and Estimation of Diffusion Processes : Applications in Finance
Kvantitativ analys är en teknik som syftar till att förstå komplexa system genom att använda matematisk och statistisk modellering. Det är en viktig del av dagens finansiella system och innebär bland annat att modellera den slumpmässiga utvecklingen av finansiella tillgångar, och för att förutspå verkliga händelser som till exempel förändring av riksbankens styrränta. En mycket vanlig metod som anDiffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. A very important task is to calibrate the models to observed market data and to achieve a good fit, since a slight misspecification ca
Probing Stark-induced nonlinear phase variation with opto-optical modulation
We extend the recently developed technique of opto-optical modulation (OOM) to probe state-resolved ac-Stark-induced phase variations of a coherently excited ensemble of helium atoms. In a joint experimental and theoretical study, we find that the spatial redirection of the resonant emission from the OOM process is different for the low-lying 1s2p state as compared with the higher-lying Rydberg st
Kapitalmarknadens spelregler
First-principles characterization of Mg low-index surfaces : Structure, reconstructions, and surface core-level shifts
In this paper, first-principles calculations provide structural characterization of three low-index Mg surfaces - Mg(0001), Mg(1010), and Mg(1120) - and their respective surface core-level shifts (SCLSs). Inspired by the close similarities between Be and Mg surfaces, we also explore the reconstruction of Mg(1120). Through the calculation of surface energies and the use of the angular-component dec
Circulating HER2/ErbB2 Levels Are Associated With Increased Incidence of Diabetes : A Population-Based Cohort Study
OBJECTIVE: HER2/ErbB2 is a member of the epidermal growth factor receptor family. It is widely used as a tumor marker, but it also has recently been associated with insulin resistance. Both ErbB2 and diabetes have been associated with cancer; however, the relationship between ErbB2 and diabetes has not been well explored. The aim of this population-based cohort study was to assess the association
Design guidelines for fluid-elastic instability of tube bundles subjected to two-phase cross flow
Fluid-elastic instability of tube bundles is the main cause of vibration failure of heat exchangers. To establish more reasonable and reliable design guidelines for fluid-elastic instability of tube bundles subjected to two-phase cross flow, we investigated experimentally the effects of the flow conditions of the two-phase flow and the geometrical characteristics of the tube bundles on damping, vi
Molecular determinants of disease severity in urinary tract infection
In the urinary tract, Escherichia coli infection may result in life-threatening disease, or asymptomatic bacterial carriage, comparable to bacterial commensalism in the gut. Pathogenic strains trigger a disease provoking host response which differs depending on the infected organ. The diversity of the response reflects the virulence repertoire of the infecting strain and by the susceptibility of t
Struggles over Human Smuggling in Court: Challenging National and European Border Regimes
In this paper, we explore the ways in which national and European border regimes have been chal- lenged by cases of “compassionate smuggling” of refugees. We centre the analysis around a Swedish case, in which three film makers accompanied a boy from Syria on his journey through Europe in 2015, while at the same time documenting the journey in a documentary film. After the screening of the film inIn this paper, we explore the ways in which national and European border regimes have been challenged by cases of “compassionate smuggling” of refugees. We centre the analysis around a Swedish case, in which three film makers accompanied a boy from Syria on his journey through Europe in 2015, while at the same time documenting the journey in a documentary film. After the screening of the film in t
Emerging local solidarities? Local responses to migration to non-urban communities in the south of Sweden
In a time of harshening border control and public discourses on securitisation and “crisis” at the national as well as European levels, it is of interest to explore local responses to migration, especially in areas outside of the larger cities. Local organising in support of different migrant groups, as well as more hostile or openly racist responses, are not new phenomena. However, we argue that
Multi-particle momentum correlations extracted using covariance methods on multiple-ionization of diiodomethane molecules by soft-X-ray free-electron laser pulses
Momenta of ions from diiodomethane molecules after multiple ionization by soft-X-ray free-electron-laser pulses are measured. Correlations between the ion momenta are extracted by covariance methods formulated for the use in multiparticle momentum-resolved ion time-of-flight spectroscopy. Femtosecond dynamics of the dissociating multiply charged diiodomethane cations is discussed and interpreted b
Prosodic features in anaphora resolution: a comparative study on Italian and Swedish
Urtikaria och angioödem.
An update on chronic prurigo.
Notalgia paresthetica.
Active Posts in Deterministic Lateral Displacement Devices
Using electrically connected metal-coated posts in a deterministic lateral displacement (DLD) device and applying electric fields, electrokinetics is used to tune separations, significantly decrease the critical size for separation, and increase the dynamic range with switching times on the order of seconds. The strength of DLD stems from its binary behavior. To first approximation, particles move
Biomarkers of venous thromboembolism in cancer : A silent echo from local events?
Decision-making process for addressing bottleneck problems in district heating networks
Lower system temperatures in district heating (DH) grids are important factors for system efficiency. Lower system temperatures lead, for example, to lower heat losses and higher production unit efficiency. One obstacle to lower supply temperatures are so-called bottlenecks in DH networks. Bottlenecks are areas in DH networks of very low differential pressure, which makes it difficult to supply th
Kinetic evaluation of lime for medium-temperature desulfurization in oxy-fuel conditions by dry sorbent injection
With increasing emphasis on the control of greenhouse gases, power plants may move towards oxy-fuel technologies rather than air-fired plants. This move leads to a change in the feed to the desulfurization unit, which also needs to be adapted along with the power plant. Most existing plants already have functioning desulfurization units, which need to be retrofitted for the new conditions. In the
The curious case of online information search
In a rapidly digitalizing world, the increasing importance of online information channels is repeatedly stated. But little is known about the procedure of online information search. This study examines the process of booking a journey via digital devices. It is based on a multi-method approach including interview and experiment. Results show that tourists’ online searching behaviour is less ration
