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Pelekis, C. (author)
The main motivation behind this thesis is a certain type of win-lose games that are played on hypergraphs and can be translated into the following puzzle. Suppose there are two persons, say Alice and Bob. There are n biscuits, where n is a positive integer, and Alice chooses s of them uniformly at random. Bob possesses h grams of poison, where h...
doctoral thesis 2014
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Don, H. (author)
doctoral thesis 2013
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Kong, D. (author)
doctoral thesis 2012
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Van den Esker, H. (author)
Many empirical studies on real-life networks show that many networks are small worlds, meaning that typical distances in these networks are small, and many of them have power-law degree sequences, meaning that the number of nodes with degree k falls off as kˆ (-τ) for some exponent τ>1. These networks are modeled by means of scale-free random...
doctoral thesis 2008
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Permana, F.J. (author)
This thesis provides several contributions to quantitative finance for energy markets: electricity price modelling, implying oil price volatilities, pricing and hedging of exotic commodity options. Electricity spot prices are characterized by spikes (jumps) because electricity is non-storable. A widely used model for stochastic component of...
doctoral thesis 2008
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Anderluh, J.H.M. (author)
The thesis presents three ways of calculating the Parisian option price as an illustration of probabilistic methods in exotic option pricing. Moreover options on commidities are considered and double-sided barrier options in a compound Poisson framework.
doctoral thesis 2007
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Yenigül, N.B. (author)
Landfills represent a wide-spread and significant threat to groundwater quality. In this thesis a methodology was developed for the design of optimal groundwater moni-toring system design at landfill sites under conditions of uncertainty. First a decision analysis approach was presented for optimal design of groundwater monitoring sys-tems under...
doctoral thesis 2006
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Van der Wal, P. (author)
doctoral thesis 2003
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Hartono, Y. (author)
doctoral thesis 2003
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In this thesis we discuss the following topics: 1. Renewal reward processes The marginal distributions of renewal reward processes and its version, which we call in this thesis instantaneous reward processes, are derived. Our approach is based on the theory of point processes, especially Poisson point processes. The idea is to represent the...
doctoral thesis 2003
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Klok, M.J. (author)
doctoral thesis 2002
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