; Oh+'0HP
$TU Delft Repository search results0TU Delft Repository search results (max. 1000)TU Delft LibraryTU Delft Library@*@*՜.+,0HPX`hp
x
WorksheetFeuilles de calcul
B=%r8X"1Calibri1Calibri1Calibri1
Calibri 83ffff̙̙3f3fff3f3f33333f33333.TU Delft Repositoryg luuidrepository linktitleauthorcontributorpublication yearabstract
subject topiclanguagepublication type publisherisbnissnpatent
patent statusbibliographic noteaccess restrictionembargo datefaculty
departmentresearch group programmeprojectcoordinates)uuid:0c04626d1bcb4f14a12c261f11b97794Dhttp://resolver.tudelft.nl/uuid:0c04626d1bcb4f14a12c261f11b97794=MultiGNSS PPPRTK: Mixedreceiver network and user scenariosTeunissen, P.J.G. (TU Delft Mathematical Geodesy and Positioning; Curtin University); Khodabandeh, A. (Curtin University); Zhang, B. (Curtin University)9Freymueller, Jeffrey T. (editor); Snchez, Laura (editor)kIn this contribution, we present fullrank observation equations of the network and user receivers, of mixed types, through an application of Ssystem theory. We discuss the important roles played by the inter system biases (ISBs), and we show how the threecomponent structure of PPPRTK is affected by the inclusion of the ISBs as extra parameters in the model.9GNSS; Inter system bias (ISB); ISB lookup table; PPPRTKenconference paperSpringer VerlagEGreen Open Access added to TU Delft Institutional Repository You share, we take care! Taverne project https://www.openaccess.nl/en/yousharewetakecare Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
20180701)uuid:73a9f7f7a22d4ef48ccd7003d5bc1772Dhttp://resolver.tudelft.nl/uuid:73a9f7f7a22d4ef48ccd7003d5bc1772Q3D interconnect technology based on low temperature copper nanoparticle sintering[Zhang, B. (TU Delft Electronic Components, Technology and Materials); Carisey, Y.C.P. (TU Delft Electronic Components, Technology and Materials); Damian, A.; Poelma, Ren H. (TU Delft Electronic Components, Technology and Materials); Zhang, G.Q. (TU Delft Electronic Components, Technology and Materials); van Zeijl, H.W. (TU Delft EKL Processing)@Bi, Keyun (editor); Liu, Sheng (editor); Zhou, Shengjun (editor)^We explore a methodology for patterned copper nanoparticle paste for 3D interconnect applications in wafer to wafer (W2W) bonding. A novel fine pitch thermal compression bonding process (sintering) with coated copper nanoparticle paste was developed. Most of the particle size is between 1030 nm. Lithographically defined stencil printing using photoresist and liftoff was used to apply and pattern the paste. Variations in sintering process parameters, such as: pressure, geometry and ambient atmosphere, were studied. Compared to SnAgCu (SAC) microsolder bumps, we achieved better interconnect resistivity after sintering at 260 C for 10 min, in a 700 mBar hydrogen forming gas (H2/N2) environment. The electrical resistivity was 7.84 1.45 cm, which is about 4.6 times that of bulk copper. In addition, metallic nanoparticle interconnect porosity can influence the electrical properties of the interconnect. Consequently, we investigated the porosity effect on conductivity using finite element simulation. A linear relationship between the equivalent conductivity and particle overlapping ratio was found.OInterconnect; 3D packaging; opper nanoparticle paste; lowtemperature sinteringIEEE9781509013968Accepted Author Manuscript)uuid:d6534414b0fe4b6baf493d329f3326afDhttp://resolver.tudelft.nl/uuid:d6534414b0fe4b6baf493d329f3326af1Institute of Poldering: Meadow Under ConstructionVan Loon, F.D.; Pouderoijen, M.T.; Alberini, E.; Dijkstra, C.M.; Hagen, S.R.; De Jong, M.; Kilio?lu, I.D.; Koukouvelou, A.; Mekel, M.L.; Schotting, K.; Shao, S.; Sun, X.; Terzi, O.; De Waal, W.; Van der Wal, I.A.; Zhang, B.Booklet of the elective course AR0048 2014/2015 Landscape Architecture ON site  being part of Oerol , an elective course of the MSc2  Chair of Landscape Architecture at the TU Delft.\landscape architecture; education; polder; climate change; meadow birds; Oerol; TerschellingbookChair of Landscape Architecture&Architecture and The Built EnvironmentUrbanism53.385000, 5.320000)uuid:b< 0d1b7fdfded4e7b89a9fe069d75973cDhttp://resolver.tudelft.nl/uuid:b0d1b7fdfded4e7b89a9fe069d75973cgCharacterization of multiGNSS betweenreceiver differential code biases using zero and short baselinesZhang, B.; Teunissen, P.J.G.Care should be taken to minimize adverse impact of receiver differential code biases (DCBs) on global navigation satellite system (GNSS)derived ionospheric parameters. It is therefore of importance to ascertain the intrinsic characteristics of receiver DCBs, preferably in the context of newgeneration GNSS. In this contribution, we present a method that enables timewise retrieval of betweenreceiver DCBs (BRDCBs) from dualfrequency, codeonly measurements collected by a pair of colocated receivers. This method is applicable to the US GPS as well as to a new set of GNSS constellations including the Chinese BeiDou, the European Galileo and the Japanese QZSS. With the use of this method, we determine the multiGNSS BRDCB timewise estimates covering a time period of up to 2 years (January 2013 March 2015) with a 30s time resolution for five receiverpairs (four zero and one short baselines). For the BRDCB timewise estimates pertaining to an arbitrary receiverpair and constellation, we demonstrate their promising intraday stability by means of statistical hypothesis testing. We also find that the BeiDou BRDCB daily weighted average (DWA) estimates show a dependence on satellite type, in particular for receiverpairs of mixed types. Finally, we demonstrate that longterm variability in BRDCB DWA estimates can be closely associated with hardware temperature variations inside the receivers.global navigation satellite system (GNSS); total electron content (TEC); betweenreceiver differential code bias (BRDCB); BeiDou code intersatellitetypebias (ISTB)journal articleSpringer!Civil Engineering and GeosciencesGeoscience & Remote Sensing)uuid:5e059ec0fb454944918ab96e810deac5Dhttp://resolver.tudelft.nl/uuid:5e059ec0fb454944918ab96e810deac5SAn efficient pricing algorithm for swing options based on Fourier cosine expansionsZhang, B.; Oosterlee, C.W.1Swing options give contract holders the right to modify amounts of future delivery of certain commodities, such as electricity or gas. We assume that these options can be exercised at any time before the end of the contract, and more than once. However, a recovery time between any two consecutive exercise dates is incorporated as a constraint to avoid continuous exercise. We introduce an efficient way of pricing these swing options, based on the Fourier cosine expansion method, which is especially suitable when the underlying is modeled by a Lvy process.*RISK journal, Financial Publishing Limited
201401018Electrical Engineering, Mathematics and Computer Science&Delft Institute of Applied Mathematics)uuid:8594fe0ef359426c8cb6271bff80cc15Dhttp://resolver.tudelft.nl/uuid:8594fe0ef359426c8cb6271bff80cc15uEfficient Pricing of EuropeanStyle Asian Options under Exponential Lvy Processes Based on Fourier Cosine ExpansionsWe propose an efficient pricing method for arithmetic and geometric Asian options under exponential Lvy processes based on Fourier cosine expansions and Clenshaw Curtis quadrature. The pricing method is developed for both European style and Americanstyle Asian options and for discretely and continuously monitored versions. In the present paper we focus on the Europeanstyle Asian options. The exponential convergence rates of Fourier cosine expansions and Clenshaw Curtis quadrature reduces the CPU time of the method to milliseconds for geometric Asian options and a few seconds for arithmetic Asian options. The method s accuracy is illustrated by a detailed error analysis and by various numerical examples.arithmetic Asian options; exponential Lvy asset price processes; Fourier cosine expansions; ClenshawCurtis quadrature; exponential convergence5Society for Industrial and Applied Mathematics (SIAM))uuid:fdaf7d6a1d4541a5815715586fa3480fDhttp://resolver.tudelft.nl/uuid:fdaf7d6a1d4541a5815715586fa348< 0fAUnderstanding Operation and User Behavior in PeertoPeer Systems Zhang, B.Sips, H.J. (promotor)doctoral thesisSoftware Technology)uuid:8ebb71c96683496f9d2a0a4283351277Dhttp://resolver.tudelft.nl/uuid:8ebb71c96683496f9d2a0a4283351277ZEfficient Pricing of Early: Exercise and Exotic Options Based on Fourier Cosine ExpansionsOosterlee, C.W. (promotor)AIn the financial world, two tasks are of prime importance: model calibration and portfolio hedging. For both tasks, efficient option pricing is necessary, particularly for the calibration where many options with different strike prices and different maturities need to be priced at the same time. Therefore, a fast yet accurate pricing method is a necessity for banks and trading companies. Nowadays three groups of pricing methods are being used in the financial industry and academia, that is, MonteCarlo methods, partial (integro)differential equation (PIDE) methods, and numerical integration methods, where the option price is modeled as the discounted expected value of the payoff at maturity. The latter type of methods is attractive from both practice and research point of view, as the fast computational speed, especially for plain vanilla options, makes it useful for calibration at financial institutions. Usually numerical integration techniques are combined with the Fast Fourier transform or Hilbert transform, and therefore, the numerical integration methods are often referred to as the `transform methods'. Representatives of transform methods are the CarrMadan method (Carr, Madan, 1999), the CONV method (Lord et.al. 2008) and the Hilbert transform method (Feng, Linetsky, 2008). A recent contribution to the transform method category is the COS method proposed in Fang, Oosterlee (2008, 2009), that is, an option pricing method based on the Fourier cosine expansions. It departs from a truncated riskneutral formula, in which the conditional density function is recovered in terms of its characteristic function, by Fourier cosine expansions. This method can be used for asset processes as long as the characteristic function of the conditional density function is known, or can be approximated. For processes where the density function and its derivatives are continuous functions with respect to the underlying asset, the COS method exhibits an exponential convergence rate. Our research work is based on the COS method, which has been used for vanilla European option pricing (Fang Oosterlee, 2008), vanilla earlyexercise option pricing and barrier option pricing (Fang, Oosterlee, 2009). The motivation of this thesis is to further improve the robustness of the COS method, make it efficient for nonLevy models, and extend it to different types of exotic options. The point of departure of this thesis is to improve the robustness of the COS method for call option pricing with earlyexercise features, as presented in Chapter 1, where the call option prices are obtained from put option prices, in combination with the putcall parity and putcall duality relations, which are incorporated into our pricing algorithm at each earlyexercise date to recover the Fourier coefficients and to compute the continuation value. The robustness of the pricing methods is demonstrated by error analysis, as well as by a series of numerical examples. In Chapter 2, the acceleration of option pricing by the COS method on the Graphics Processing Unit (GPU) is presented. After a brief discussion of the GPU and its potential for option pricing, we will study different ways of GPU implementation, followed by three examples of GPU acceleration, the socalled multiple strike option pricing, option pricing under hybrid models where the characteristic function is derived from a Riccati ODE system, and the example of Bermudan option pricing. Influence of data transfer between host and device is also discussed in this chapter. Extension of COS method to earlyexercise option pricing with an OrnsteinUhlenbeck (OU) process is explained in Chapter 3. OU processes for commodity derivatives, either with or with< out seasonality functions, are nonLevy processes and more computationally expensive within the COS framework, as compared to Levy processes. First of all, an accurate pricing algorithm is given, which can be used for all OU processes with different types of seasonality functions. Then, based on a detailed error analysis, a more efficient pricing method is proposed, which reduces the computing time from seconds to milliseconds. However, this new method is not advocated for all parameter settings. The conditions under which the basis point accuracy can be ensured is derived by error analysis. In the numerical part, the accuracy and efficiency of these two pricing methods are compared, and the conditions we derived from error analysis are further verified by several numerical experiments. In Chapter 4, we present an efficient pricing method for Americanstyle swing options, based on Fourier cosine expansions. Here we assume that the holder of the swing option has the right, but not the obligation, to buy or sell a certain amount of commodity, such as gas and electricity, at any time before the expiry of the option, and more than once. Moreover, a recovery time is added between two consecutive exercises in which exercise is not allowed. Our pricing method is based on the Bellman principle, leading to a backward recursion procedure in which the optimal exercise regions are determined at each time step, after which the Fourier coefficients can be recovered recursively. Our method performs well for different underlying processes, different swing contracts and different types of recovery time. The pricing methods for European and earlyexercise Asian options (ASCOS) are shown respectively in Chapters 5 and 6. In Chapter 5, we present an efficient option pricing method for Asian options written on different types of averaged asset prices, but without earlyexercise features. In our method, the characteristic function of the average asset is recursively recovered, with the help of Fourier expansions and ClenshawCurtis quadrature. Then it is used in the riskneutral formula to get the Asian option price. Exponential convergence rate is observed for most Levy processes, which is also supported by a detailed error analysis. Advantages of our pricing algorithm are that as the number of monitoring dates increases, the method stays robust and the computing time does not increase significantly, as shown in the numerical results. Our pricing method for earlyexercise Asian options is presented in Chapter 6. In this case, the Fourier cosine coefficients of the option price are recursively recovered by Fourier transform and ClenshawCurtis quadrature. Then these coefficients are inserted into the riskneutral formula, which, in the earlyexercise Asian case, is a twodimensional integration, to get the option value. The chain rule from probability theory is also needed in our algorithm to factorize the joint conditional density functions. An exponential convergence rate in the option price, as derived in a detailed error analysis, is observed from various numerical experiments. Factors of approximately hundred of speedup are achieved on the GPU. Conclusions and insight into future research are to be found in Chapter 7. In this thesis, efficient pricing methods for different earlyexercise and exotic options, based on the Fourier cosine expansions, are presented, followed by an error analysis and numerical results, from which we see that the COS method is an efficient, robust and flexible method for pricing different types of option products, for different asset models, and is suitable for GPU acceleration. It is a promising tool for financial calibration and dynamic hedging in practice.option pricing; Fourier cosine expansions; swing options; Asian options; Putcall parity and duality; OrnsteinUhlenbeck processes; Levy processes; graphics processing unitApplied mathematics)uuid:3aa47d1d11bf4bd885aec05bacfe7c24Dhttp://resolver.tudelft.nl/uuid:3aa47d1d11bf4bd885aec05bacfe7c24Efficient pricing of Asian options under Lvy process< es based on Fourier cosine expansions. Part II. Earlyexercise features and GPU implementation1Zhang, B.; Van der Weide, J.A.M.; Oosterlee, C.W.LIn this article, we propose an efficient pricing method for Asian options with early exercise features. It is based on a two dimensional integration and a backward recursion of the Fourier coefficients, in which several numerical techniques, like Fourier cosine expansions, Clenshaw Curtis quadrature and the Fast Fourier transform (FFT) are employed. Rapid convergence of the pricing method is illustrated by an error analysis. Its performance is further demonstrated by various numerical examples, where we also show the power of an implementation on the Graphics Processing Unit (GPU).earlyexercise Asian option; arithmetic average; Fourier cosine expansion; chain rule; ClenshawCurtis quadrature; exponential convergence; graphics processing unit (GPU) computationreportDelft University of Technology, Faculty of Electrical Engineering, Mathematics and Computer Science, Delft Institute of Applied Mathematics)uuid:b3beaec034a4427cb520ccc3ba97eb23Dhttp://resolver.tudelft.nl/uuid:b3beaec034a4427cb520ccc3ba97eb23zEfficient pricing of Asian options under Lvy processes based on Fourier cosine expansions Part I: Europeanstyle products
We propose an efficient pricing method for arithmetic, and geometric, Asian options under Levy processes, based on Fourier cosine expansions and Clenshaw Curtis quadrature. The pricing method is developed for both European style and American style Asian options, and for discretely and continuously monitored versions. In the present paper we focus on European style Asian options; Americanstyle options are treated in an accompanying part II of this paper. The exponential convergence rate of Fourier cosine expansions and Clenshaw Curtis quadrature reduces the CPU time of the method to milliseconds for geometric Asian options and a few seconds for arithmetic Asian options. The method s accuracy is illustrated by a detailed error analysis, and by various numerical examples.xArithmetic Asian options, Lvy processes, Fourier cosine expansions, ClenshawCurtis quadrature, exponential convergence)uuid:3367d2d62297445ebd5eeddd59bd764aDhttp://resolver.tudelft.nl/uuid:3367d2d62297445ebd5eeddd59bd764a&A novel undifferenced PPPRTK concept'Zhang, B.; Teunissen, P.J.G.; Odijk, D.In this contribution, a novel undifferenced (UD) (PPPRTK) concept, i.e. a synthesis of Precise Point Positioning and Networkbased RealTime Kinematic concept, is introduced. In the first step of our PPPRTK approach, the UD GNSS observations from a regional reference network are processed based upon reparameterised observation equations, corrections for satellite clocks, phase biases and (interpolated) atmospheric delays are calculated and provided to users. In the second step, these networkbased corrections are used at the user site to restore the integer nature of his UD phase ambiguities, which makes rapid and high accuracy user positioning possible. The proposed PPPRTK approach was tested using two GPS CORS networks with interstation distances ranging from 60 to 100 km. The first test network is the northern China CORS network and the second is the Australian Perth CORS network. In the test of the first network, a dualfrequency PPPRTK user receiver was used, while in the test of the second network, a lowcost, singlefrequency PPPRTK user receiver was used. The performance of fast ambiguity resolution and the high accuracy positioning of the PPPRTK results are demonstrated.AGNSS; PPPRTK; Integer Ambiguity Resolution; Satellite Phase BiasCambridge University Press
20121014Aerospace EngineeringRemote Sensing)uuid:5d02b210857d4bda81e09fd59da55906Dhttp://resolver.tudelft.nl/uuid:5d02b210857d4bda81e09fd59da55906_Efficient pricing of commodity options with earlyexercise under the Ornstein Uhlenbeck process)Zhang, B.; Grzelak, L.A.; Oosterlee, C.W.We analyze the efficiency properties of a numerical pricing method based on Fouriercosine expansions for earl<yexercise options. We focus on variants of Schwartz model [20] based on a mean reverting OrnsteinUhlenbeck process [23], which is commonly used for modeling commodity prices. This process however does not possess favorable properties for the option pricing method of interest. We therefore propose an approximation of its characteristic function, so that the Fast Fourier Transform can be applied for highest efficiency.)uuid:46714bc8783c4535b222ba1f89b5ea96Dhttp://resolver.tudelft.nl/uuid:46714bc8783c4535b222ba1f89b5ea96SAn efficient pricing algorithm for swing options based on fourier cosine expansions@Swing options give contract holders the right to modify amounts of future delivery of certain commodities, such as electricity or gas. In this paper, we assume that these options can be exercised at any time before the end of the contract, and more than once. However, a recovery time between any two consecutive exercise dates is incorporated as a constraint to avoid continuous exercise. We introduce an efficient way of pricing these swing options, based on the Fourier cosine expansion method, which is especially suitable when the underlying is modeled by a Lvy process.)uuid:adccf35758704ac68f7f1f42db232f3bDhttp://resolver.tudelft.nl/uuid:adccf35758704ac68f7f1f42db232f3bEAcceleration of option pricing technique on graphics processing unitsThe acceleration of an option pricing technique based on Fourier cosine expansions on the Graphics Processing Unit (GPU) is reported. European options, in particular with multiple strikes, and Bermudan options will be discussed. The influence of the number of terms in the Fourier cosine series expansion, the number of strikes, as well as the number of exercise dates for Bermudan options, are explored. We also give details about the different ways of implementing on a GPU. Numerical examples include asset price processes based on a Levy process of infinite activity and the stochastic volatility Heston model. Furthermore, we discuss the issue of precision on the present GPU systems.)uuid:c68a7e787c3f465b903ee9644ff7ffb4Dhttp://resolver.tudelft.nl/uuid:c68a7e787c3f465b903ee9644ff7ffb4aUsing artificial neural networks for the transformation of human body postures based on landmarks1Horvath, I. (promotor); Snijders, C.J. (promotor)aDesigners, engineers and ergonomists are seeking to exploit the opportunities offered by the 3D anthropometric technologies. These technologies make 3D measurements possible and provide us with a more detailed description of human body in comparison with the traditional 1D or 2D data processing. In many industrial design cases, there is a need to take into consideration various postures of the human body when the product is designed. This thesis presents an approach to transforming measured body data between various postures. In this research the measured human body data were substituted by a proper set of landmarks. This data set was used as a basis of transforming the specific body postures. Artificial neural networks have been used for the actual conversion of data. The input consisted of a set of demographic data and the set of coordinates of the landmarks characterizing a given posture. The output was another set of landmarks describing the transformed posture. The results have showed that the ANNsbased and landmarkbased posture prediction technology is computationally effective. On the other hand, it needs to be further developed in order to properly consider the specialties of different user groups. This posture prediction technology is generally applicable and opens up new possibilities in studying, for instance, human motions and hand postures.gcomputeraided ergonomics design; digital human modeling; artificial neural network; posture prediction"Design, Engineering and Production
*+&ffffff?'ffffff?(?)?"dXX333333?333333?U}}}}}}}}}} }
}}}
}}}}}}}}}}}}
@
!^ˡB
"
#
$
%
&
'
(@
)
*
+
,

.
/
0
1@
2
3
4
5
6
7
8
9
:
;
<@
=
>
?
@
A
B
C
D
E
Ft@
G
?
H
I
J
K
L
M
N
Ft@
O
P
?
Q
J
K
R
S
T
U
Vt@
W
J
X
Y
Z
[
U
\p@
]
^
W
J
_
`
a
b
c p@
d
e
f
g
J
h
i
j
F
l@
k
l
f
g
J
m
n
o
pl@
q
r
?
s
t
u
v
w
x
y
zh@
{
f
g
J

}
~
F
h@
f
g
J
Fh@
f
g
J
U
T@
W
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~>@ddyKyKhttp://resolver.tudelft.nl/uuid:0c04626d1bcb4f14a12c261f11b97794yKyKhttp://resolver.tudelft.nl/uuid:73a9f7f7a22d4ef48ccd7003d5bc1772yKyKhttp://resolver.tudelft.nl/uuid:d6534414b0fe4b6baf493d329f3326afyKyKhttp://resolver.tudelft.nl/uuid:b0d1b7fdfded4e7b89a9fe069d75973cyKyKhttp://resolver.tudelft.nl/uuid:5e059ec0fb454944918ab96e810deac5yKyKhttp://resolver.tudelft.nl/uuid:8594fe0ef359426c8cb6271bff80cc15yKyKhttp://resolver.tudelft.nl/uuid:fdaf7d6a1d4541a5815715586fa3480fyKyKhttp://resolver.tudelft.nl/uuid:8ebb71c96683496f9d2a0a4283351277 yKyKhttp://resolver.tudelft.nl/uuid:3aa47d1d11bf4bd885aec05bacfe7c24
yKyKhttp://resolver.tudelft.nl/uuid:b3beaec034a4427cb520ccc3ba97eb23yKyKhttp://resolver.tudelft.nl/uuid:3367d2d62297445ebd5eeddd59bd764ayKyKhttp://resolver.tudelft.nl/uuid:5d02b210857d4bda81e09fd59da55906
yKyKhttp://resolver.tudelft.nl/uuid:46714bc8783c4535b222ba1f89b5ea96yKyKhttp://resolver.tudelft.nl/uuid:adccf35758704ac68f7f1f42db232f3byKyKhttp://resolver.tudelft.nl/uuid:c68a7e787c3f465b903ee9644ff7ffb4gg
Root Entry F**@SummaryInformation( F<Workbook Fh)DocumentSummaryInformation8 F
!"#$%&'()*+,./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{}~