This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, and
considerations of statistical and com ...
Efficient consumption of energy and material resources, including water, is the primary focus for process industries to reduce their environmental impact. The Conference of Parties in Paris (COP21) highlighted the prominent role of industrial energy effici ...
Options are some of the most traded financial instruments and computing their price is a central task in financial mathematics and in practice. Consequently, the development of numerical algorithms for pricing options is an active field of research. In gen ...
Efficient consumption of energy and material resources, including water, is the primary focus for process industries to reduce their environmental impact. The Conference of Parties in Paris (COP21) highlighted the prominent role of industrial energy effici ...
This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns.In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...
As long as a train does not conflict with others trains, the energy consumption for traction can be minimized according to its times of departure, arrival, and passing through fixed points. However, when a conflict of itineraries is foreseen, pacing trains ...
Within the context of sustainable energy supply and CO2 emissions reduction a Solid Oxide Fuel Cell (SOFC) - Gas Turbine hybrid system, fuelled with gasified woody biomass for medium scale applications (8MWth,BM of dry biomass) is studied in detail. The sy ...
We prove that, in a heterogeneous economy with scale-invariant utilities, the yield of a long term bond is determined by the agent with maximal expected marginal utility. We also prove that the same result holds for the long term forward rates. Furthermore ...
