Concept

Option binaire

Publications associées (123)

Train Timetable Design Under Elastic Passenger Demand

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Shadi Sharif Azadeh, Mohammad Yousef Maknoon, Tomas Robenek

We integrate a probabilistic demand model in the train timetabling problem. We use a logit model that we calibrate to reflect the known demand elasticities. We further include a competing operator as an opt-out option for the passengers. Subsequently, we i ...

2016

CO2-mitigation options for the offshore oil and gas sector

François Maréchal, Tuong-Van Nguyen, Laurence Tock

The offshore extraction of oil and gas is an energy-intensive process leading to the production of CO2 and methane, discharged into the atmosphere, and of chemicals, rejected into the sea. The taxation of these emissions, in Norway, has encouraged the deve ...

2016

Operational Temporary Speed Reductions on the ETCS-DMI

Daniel Emery

Dealing with congested railway area becomes an important topic in railway operation management. Significant efforts are made to develop Driver Advisory System (DAS) in connection with the trackside Train Management System (TMS). Many advantages are expecte ...

WIT Press2016

Detecting abnormal trading activities in option markets

Loriano Mancini

We develop an econometric method to detect "abnormal trades" in option markets, i.e., trades which are not driven by liquidity motives. Abnormal trades are characterized by unusually large increments in open interest, trading volume, and option returns, an ...

Elsevier2015

Thermo-environomic optimisation strategy for fuel decarbonisation process design and analysis

François Maréchal, Laurence Tock

To meet the CO2 reduction targets and ensure sustainable energy supply, the development and deploy- ment of cost-competitive innovative low-carbon energy technologies is essential. To design and evaluate the competitiveness of such complex integrated energ ...

2015

Geothermal Energy and Biomass Integration in Urban Systems: a Case Study

François Maréchal, Stefano Moret, Léda Gerber, Emanuela Peduzzi, Frédéric Louis-Pierre Raphaël Marie Amblard

Heating, electricity and transportation are the three components of urban systems final energy consumption. Geothermal energy and biomass are two promising renewable energy resources that can be used for the production of heat, electricity and biofuels, th ...

2015

Indian skilled migration and development: an introduction

Gabriela Tejada Guerrero

By offering new empirical evidence on Indian skilled migration, this volume attempts to fill two gaps in the literature. Firstly, it contributes to a better understanding of the activities of Indian skilled professionals and students in continental Europe. ...

Springer2014

Efficient Pricing of Energy Derivatives

Anders Trolle

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 ...

Palgrave Macmillan US2014

Blind prediction tests as a benchmark to improve the seismic response of fibre models

João Saraiva Esteves Pacheco de Almeida

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 ...

2014

Three Essays on Asset Pricing

Emmanuel Leclercq

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 ...

EPFL2014

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