Searched for: subject%3A%22Monte%255C%2BCarlo%255C%2BSimulation%22
(1 - 20 of 160)
- document
-
Marques da Rocha Feliciano Pereira, Sofia (author)Barrier options, although highly liquid financial derivatives, present notable pricing challenges. In this thesis, we present a novel pricing approach for valuing continuously-monitored knock-out barrier options within the framework of stochastic volatility models.<br/><br/>The underlying process is firstly modelled under geometric Brownian...master thesis 2023
- document
-
Oza, Jimeet (author)Atrial fibrillation is a cardiac arrhythmia resulting from abnormal electrical conduction and impulse formation within the atria. To address this condition, a minimally invasive procedure called cardiac ablation is performed. Real-time visual feedback during this procedure plays a critical role in determining its success.<br/><br/>Photoacoustic...master thesis 2023
- document
-
van Heurn, Ferdinand (author)With the energy transition taking up speed and strong decarbonisation ambitions offshore wind is becoming a major source of green electricity. European countries are among the leading drivers of the offshore wind expansion on both the wind turbine as well as the vessels side. It is expected that until 2030 170 GW of capacity can be installed,...master thesis 2023
- document
-
Egberts, G. (author)Burns can make patients’ lives quite miserable. Apart from prominent and thickened, or hypertrophic, scars, the skin may be characterized by contraction. When this contraction is so severe that the patient loses joint mobility, it is called contracture. Then a patient may have difficulties with sports or other daily activities. The consequence...doctoral thesis 2023
- document
-
Kaffa, Lauren (author)Loss of control (LOC) is the primary cause of failure of Unmanned Aerial Vehicles (UAV). The safety of these systems can be largely improved by facilitating techniques to prevent LOC to occur, such as Flight Envelope Protection, enabling controllers to keep the system within the Safe Flight Envelope (SFE).<br/>The aim of this work is to examine...master thesis 2023
- document
-
Blankenzee, Regino (author)The planning of railway operations is a very complex process, in which timetables and other logistical plans need to be both reliable and robust to effectively prevent and cope with disturbances. However, research in the robustness of initial stabling plans, designed in an earlier planning phase, during the following planning phases, has been...master thesis 2023
- document
-
Brands, Marnix (author)The computation of multivariate expectations is a common task in various fields related to probability theory. This thesis aims to develop a generic and efficient solver for multivariate expectation problems, with a focus on its application in the field of quantitative finance, specifically for the quantification of Counterparty Credit Risk (CCR...master thesis 2023
- document
-
Amini Hounejani, R. (author)The past decades have seen the rapid development of many aspects of synthetic biology. For example, attempts to build synthetic cells under controlled conditions in the laboratory have led to significant achievements. Following a bottom-up approach, scientists aim at building a self-reproducing synthetic cell with a minimum number of biological...doctoral thesis 2023
- document
-
Ticheler, Annouk (author)In the global energy transition where the shift from fossil fuels to renewable energy is needed, wind energy is a growing industry. In the offshore wind industry, Service Operation Vessels (SOVs) are needed to operate and maintain wind farms. To reduce the environmental footprint of SOVs at offshore wind farms, the possibility of battery...master thesis 2023
- document
-
van Dulken, Floris (author)With the current focus on climate change, the shipping industry is forced to decarbonise its fleet. The need for decarbonisation is not only fuelled by the aspirations of the sector but also by laws and regulations from countries and organisations. As these laws are gradually tightening and there is not one clear technical or operational...master thesis 2023
- document
-
Heijnders, Tom (author)The EAD metric is widely used in the calculations for the capital requirements concerning Counterparty Credit Risk (CCR). In this thesis we compare several methods for calculating this EAD. Basel III gives us two methods, the Standardized Approach for CCR (SA-CCR) and the Internal Model Method (IMM). Furthermore, we introduce an integrated...master thesis 2023
- document
-
Chen, Qianqian (author)American option pricing has been an active research area in financial engineering over the past few decades. Since no analytic closed-form solution exists, various numerical approaches have been developed. Among all proposed methods, the least square Monte Carlo(LSMC) approach is the most successful and popular. The LSMC utilizes linear...master thesis 2023
- document
-
Yuan, Yiping (author), Liu, Zhou (author), Chen, Zhe (author), Hoej Jensen, Kim (author), Popov, M. (author)With the increasing penetration of converter-interfaced generators, the frequency containment reserve (FCR) from conventional generators keeps going down, leading to a potential risk of frequency instability under contingencies. Consequently, Converter-interfaced generators are required to provide FCR and participate in the corrective...journal article 2023
- document
-
Vergara Barrios, P.P. (author), Giraldo, Juan S. (author), Salazar, Mauricio (author), Panda, Nanda Kishor (author), Nguyen, Phuong H. (author)A photovoltaic (PV)-rich low-voltage (LV) distribution network poses a limit on the export power of PVs due to the voltage magnitude constraints. By defining a customer export limit, switching off the PV inverters can be avoided, and thus reducing power curtailment. Based on this, this paper proposes a mixed-integer nonlinear programming (MINLP)...journal article 2023
- document
-
Yu, Taoyi (author), Khaloian-Sarnaghi, Ani (author), Seeber, Franziska (author), van de Kuilen, J.W.G. (author)When curved glulam beams are subjected to bending, tension perpendicular to grain is introduced. In this work, Monte-Carlo analysis is conducted to study the influence of the annual-ring orientation of individual board on stress concentration in the radial direction. A virtual cutting program is developed which simulates the sawing processes...journal article 2023
- document
-
Egberts, G. (author), Vermolen, F.J. (author), van Zuijlen, Paul (author)Severe burn injuries often lead to skin contraction, leading to stresses in and around the damaged skin region. If this contraction leads to impaired joint mobility, one speaks of contracture. To optimize treatment, a mathematical model, that is based on finite element methods, is developed. Since the finite element-based simulation of skin...journal article 2023
- document
-
Sakata, Dousatsu (author), Hirayama, Ryoichi (author), Shin, Wook Geun (author), Belli, Mauro (author), Tabocchini, Maria A. (author), Stewart, Robert D. (author), Brown, J.M.C. (author), Kyriakou, G.I. (author), Tran, Hoang N. (author)Purpose: Track structure Monte Carlo (MC) codes have achieved successful outcomes in the quantitative investigation of radiation-induced initial DNA damage. The aim of the present study is to extend a Geant4-DNA radiobiological application by incorporating a feature allowing for the prediction of DNA rejoining kinetics and corresponding cell...journal article 2023
- document
-
Wang, Y. (author), Voskov, D.V. (author), Daniilidis, Alexandros (author), Khait, M. (author), Saeid, S. (author), Bruhn, D.F. (author)The efficient operation and management of a geothermal project can be largely affected by geological, physical, operational and economic uncertainties. Systematic uncertainty quantification (UQ) involving these parameters helps to determine the probability of the focused outputs, e.g., energy production, Net Present Value (NPV), etc. However,...journal article 2023
- document
-
Langer, J.K.A. (author), Roosenboom-Kwee, Z. (author), Zhou, Y. (author), Isabella, O. (author), Ashqar, Ziad (author), Quist, J.N. (author), Praktiknjo, Aaron (author), Blok, K. (author)Geospatial analysis is useful for mapping the potential of renewables like solar PV. However, recent studies do not address PV’s bankable potential for which project financing can be secured. This paper proposes a framework that incorporates project finance into geospatial analyses to obtain the bankable potential of renewables. We demonstrate...journal article 2023
- document
-
Bakker, Mathijs (author), Coraddu, A. (author), Hijdra, Rolph (author)Autonomous submerged dredging offers numerous benefits, such as reduced ship resistance and lower vacuum requirements for the dredge pumps. However, this method also presents new challenges, such as stability and buoyancy control, which must be addressed to minimize the energy requirements and ensure cost-effectiveness and sustainability. To...journal article 2023
Searched for: subject%3A%22Monte%255C%2BCarlo%255C%2BSimulation%22
(1 - 20 of 160)