Sökresultat

The Black-Scholes formula is a well-known model for pricing and hedging derivative securities. It relies, however, on several highly questionable assumptions. This paper examines whether a neural network (MLP) can be used to find a call option pricing formula better corresponding to market prices and the properties of the underlying asset than the Black-Scholes formula' The neural network method i

Existing literature is overwhelmingly sceptical about the capacity of the Council Presidency to shape the EU agenda. The Presidency's ability to promote private concerns is considered highly limited and, typically, the Presidency is depicted as a "responsabilité sans pouvior'. This article challenges the conventional wisdom on theoretical and empirical grounds. Theoretically, it develops a concept

A digital image analysis technique for crack monitoring using a standard web-camera has been further developed to acquire continuous data sets on crack development in concrete dams. The method is based on an existing robust and straightforward non-contact method for experimental deformation analysis. It allows for the measurement of suspected serious cracks, identified from inspections, through a

This paper examines how legal science can provide a new perspective and instrument of analysis for understanding how action is produced by legal rules in a given system. By treating legal rules as a factor of explanation in perceiving political action, the authors aim to use them as a scientific perspective that will reflect whether there is a normative determination to generate harmonised legisla

Allogeneic haematopoietic stem cell transplantation remains the only curative treatment of myelofibrosis with myeloid metaplasia (MMM). Previous reports have indicated significant treatment-related mortality (TRM) for patients transplanted after myeloablative conditioning but superior survival has been reported after reduced-intensity conditioning (RIC). We report the results of a survey of all al

To improve the well-being of adolescents with epilepsy, research is needed on how adolescents cope. In this study, Lazarus' model of stress and coping and Antonovsky's Theory of Sense of Coherence were used as the theoretical framework. The aim was to describe the lived experience of adolescents with epilepsy and their coping skills. The participants were 13-19 years old with an epilepsy diagnosis

This report contains the student papers describing the projects in the 2017 course Projects in Automatic Control (FRTN40). The course is given annually by the Department of Automatic Control, Lund University, during the second half of the fall semester, with the possibility of projects starting at other times upon agreement. It is an advanced level course, giving 7.5 ECTS credits. The main purpos