Simulation-based uncertainty quantification of human arterial network hemodynamics
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This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...
xtreme value analysis is concerned with the modelling of extreme events such as floods and heatwaves, which can have large impacts. Statistical modelling can be useful to better assess risks even if, due to scarcity of measurements, there is inherently ver ...
In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the ...
Coronavirus. Covid-19. Pandemic. A urgent topic now both in the public media all around the world and in our daily conversations. Infected or not, it still contaminated our lives. It changed what we believed as „normal”. It divided our existence into „Befo ...
Spatially non-local aspects of turbulent transport in tokamak plasmas are examined with global gyrokinetic simulations using the ORB5 code. Inspired by very accurate measurements in the TCV tokamak in L-mode, we initialise plasma profiles with constant log ...
The efficiency of stochastic particle schemes for large scale simulations relies on the ability to preserve a uniform distribution of particles in the whole physical domain. While simple particle split and merge algorithms have been considered previously, ...
While over fields of characteristic at least 5, a normal, projective and Gorenstein del Pezzo surface is geometrically normal, this does not hold for characteristic 2 and 3. There is no characterization of all such non-geometrically normal surfaces, but th ...
Most current risk assessment for complex extreme events relies on catalogues of similar events, either historical or generated artificially. In the latter, no existing methods produce completely new events with mathematically justified extrapolation above ...
The wave functions of a disordered two-dimensional electron gas at the quantum-critical Anderson transition are predicted to exhibit multifractal scaling in their real space amplitude. We experimentally investigate the appearance of these characteristics i ...
Ambient concentrations of ice-forming particles measured during ship expeditions are collected and summarised with the aim of determining the spatial distribution and variability in ice nuclei in oceanic regions. The presented data from literature and prev ...