Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...
Reinforced concrete (RC) structures with tri-dimensional asymmetries tend to exhibit torsional effects that are of great concern in the field of earthquake engineering, in particular at large ductility levels where they become more relevant [MAN09]. In nuc ...
Residential thermostatically controlled loads (TCLs) have potential for participation in electricity markets. This is because we can control a large group of these loads to achieve aggregate system behavior such as providing frequency reserves while ensuri ...
A project without memory is an amputated project: history must be considered both as a methodological basis and as a veritable tool for work. Underlying all intervention existent, extensive historical and material knowledge of what is built must guide the ...
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...
This study examines the relationship between a firm's venturing activities and its undertaking of strategic renewal. The study was motivated by some important gaps in the corporate entrepreneurship literature on venturing and renewal. The extant literature ...
The seismic behaviour of reinforced concrete framed structures involves a number of nonlinear material and geometrical phenomena that are impossible to model exhaustively in a single model. Furthermore, past studies showed that the most correct modelling o ...
As the demand for new drugs is rising, the pharmaceutical industry faces the quest of shortening development time, and thus, reducing the time to market. Environmental aspects typically still play a minor role within the early phase of process development. ...
I present a tractable framework, first developed in Trolle and Schwartz (2009), for pricing energy derivatives in the presence of unspanned stochastic volatility. Among the model features are i) a perfect fit to the initial futures term structure, ii) a fa ...
The identification of a suitable combined electricity production cycle depends on the heating and cooling requirements of the respective industrial process. Due to the large number of options an exhaustive enumeration of all the possibilities is not realis ...
