Break-Even Volatility by Mitoulis, Nicolas

“…Resultantly, the need to employ characteristic function pricing methods arises to calculate the Heston model sensitivities. The break-even volatility solution is then found by means of an optimisation of the continuously delta hedged P&L over the Heston model parameters.…”
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A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing by Claassen, Quintin

“…One such technique is to use Break-Even Volatility (BEV), the method of retrospectively solving for the volatility which sets the hedging profit and loss at option maturity to zero (conditional on a single, or set of, stock price paths). …”
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Bayesian parameter estimation for process monitoring by Basson, Marno

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Dynamic HIV/AIDS parameter estimation with Applications

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Extracting resonance parameters from experimental data on scattering of charged particles

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Ensemble estimation and analysis of network parameters: strengthening the GIC modelling chain by Heyns, Michael John

“…The linear GIC and geoelectric field relation is linked by a pair of network parameters, a and b. These parameters are not easily measurable explicitly but may be estimated empirically. …”
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Problems in parameter estimation in probabilistic seismic hazard analysis and some solutions

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Automated parameter extraction for Single Flux Quantum integrated circuits with LVS by Roberts, Rebecca Mimi Catherina

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The influence of process parameters on the hot deformation behaviour of 2304 LD stainless steel

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Determining the parameters of cylinders using digital photogrammetry for application to pipe measurement in industrial plants by Dingle, Malcolm Robert

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The effect of austenitising and tempering parameters on the microstructure and hardness of martensitic stainless steel AISI 420

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Product quality parameters in the reaction crystallization of metastable iron phases from zinc-rich solutions

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A modified Supercell Composite Parameter for supercell thunderstorms over the Gauteng Province, South Africa

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An investigation into the effects of Selective Serotonin Reuptake Inhibitor (SSRI) antidepressants on sperm parameters - an in vitro study by Krausey, Gemma Eden

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Bromelain as a feed additive to promote broiler performance, nutrient digestibility and health

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An assessment of demographic parameters of African rhinoceros species (Diceros bicornis and Ceratotherium simum) and their significance to management in captivity

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Channel parameter tuning in a hybrid Wi-Fi-Dynamic Spectrum Access Wireless Mesh Network by Zlobinsky, Natasha

“…This dissertation consolidates the different activities required to improve the channel parameter settings of a multi-radio multi-channel DSA-WMN. …”
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Markov processes in disease modelling : estimation and implementation

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Pyrolysis of waste polypropylene plastics for energy recovery: Investigation of operating parameters and process development at pilot scale by Parku, George Kofi

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