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This thesis discusses the difficulties of pricing real estate by using the existing financial economic theory and investigates an alternative approach in order to take into account the 'unique' nature of real estate risk. It consists of three essays placin ...
This is a numerical investigation of a yield-stress fluid flowing down an inclined plane. A three-dimensional, free-surface, two-phase incompressible Navier-Stokes solver is extended to handle generalized Newtonian fluids. Special attention is spent on the ...
Financial flows are often treated in a fragmented and disconnected way from the physical product flow. Managers take decisions from an operational point of view concerning inventory, service level or capacity needs. The implementation of such decisions inf ...
Closed-loop supply chains (CLSC) consider all of the activities in the lifecycle of a product from design to end-of-life operation. These chains encompass, in addition to the traditional forward flow of products to customers, the acquisition and return flo ...
We derive representations for the stock price drift and volatility in the equilibrium of agents with arbitrary, heterogeneous utility functions and with the aggregate dividend following an arbitrary Markov diffu- sion. We introduce a new, intrinsic characte ...
Nondeterministic weighted automata are finite automata with numerical weights on transitions. They define quantitative languages L that assign to each word w a real number L(w). The value of an infinite word w is computed as the maximal value of al ...
Shallow depth flow fields and low velocity magnitudes are often challenges for traditional velocity measuring instruments. As such, new techniques have been developed that provide more reliable velocity measurements under these circumstances. In the presen ...
This paper investigates the limit behavior of Markov decision processes made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted cost and an infinite hori ...
Many Networks-on-Chip (NoC) applications exhibit one or more critical traffic flows that require hard Quality of Service (QoS). Guaranteeing bandwidth and latency for such real time flows is crucial. In this paper, we present novel methods to efficiently c ...
Shallow depth flow fields and low velocity magnitudes are often challenges for traditional velocity measuring instruments. As such, new techniques have been developed that provide more reliable velocity measurements under these circumstances. In the presen ...