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Showing 1 to 5 of 5 for “"Exercise Strategy"”.
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Pricing of Swing Options: A Monte Carlo Simulation Approach
… pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject …
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Home-based high-intensity interval training for people with Parkinson’s : The HIIT-Home4Parkinson’s Study
Background<br/>Exercise, particularly of high intensity, is considered to be important for people with Parkinson’s (PwP). However, PwP are less active than healthy individuals, and face disease specific and logistical barriers to exercise participation such as lack of outcome expectation, symptom …
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A Review of Multilevel Monte Carlo Methods
… Monte Carlo method (LSM) estimates an optimal exercise strategy at finitely many instances, and consequently a lower bound price for the option. The dual method finds an optimal martingale, and consequently an upper bound for the price. Although the pricing results are quite close to the …
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Three Essays on Individual Investors’ Early Exercise Behavior in the Fixed-Income Market
Diese Arbeit untersucht, wie Privatinvestoren vorzeitige Kündigungsrechte in strukturierten Zinsprodukten nutzen. Als Grundlage für die Analyse dient hierbei ein neuartiger, nicht öffentlich verfügbarer Datensatz, der über einen Zeitraum von circa 13 Jahren Entscheidungen von mehr als 800.000 …
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INTRODUCTION OF A NOVEL HOME-BASED HIGH-INTENSITY INTERVAL TRAINING PROGRAMME TO IMPROVE CARDIO-METABOLIC HEALTH IN AT-RISK INDIVIDUALS
… (HIT) strategies can remove many of the major exercise barriers for obese individuals and people with type 1 diabetes that could potentially increase physical activity participation. Secondly, this thesis aimed to provide mechanistic evidence to explain the physiological effectiveness of HIT as …