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Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

Popular Abstract in Swedish Under de senaste decennierna har matematisk modellering av finansiella marknader rönt stor uppmärksamhet både inom akademi och inom industri. Ett område som har visats särskilt intresse är prissättning av finansiella instrument så som optioner. En europeisk köpoption på en underliggande aktie är ett kontrakt som ger innehavaren rätten att vid en förutbestämt tidpunkt, The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. The discretization points are placed at times when the absolute difference between the value of the process and the approximation reaches a threshold level. It i

Diminished white matter integrity in patients with systemic lupus erythematosus.

Systemic lupus erythematosus (SLE) is an autoimmune connective tissue disease that can affect the central nervous system. Neuropsychiatric symptoms are found in 25-70% of patients. Using diffusion tensor imaging (DTI) various studies have reported changes in white matter integrity in SLE patients with neuropsychiatric symptoms (NPSLE patients). The purpose of this study was to investigate, if regi

Fear of childbirth in obstetrically low-risk nulliparous women in Sweden and Denmark

The prevalence of troublesome fear of childbirth (FOC) in Western countries is about 20%, of which approximately 6-10% suffer from severe FOC that impacts daily life. The countries of Sweden and Denmark are quite alike as far as childbirth culture is concerned. However, to some extent they differ in the organisation of midwifery care during the antenatal and labour period, respectively, and this m

Methods for Optimal Model Fitting and Sensor Calibration

The problem of fitting models to measured data has been studied extensively, not least in the field of computer vision. A central problem in this field is the difficulty in reliably find corresponding structures and points in different images, resulting in outlier data. This thesis presents theoretical results improving the understanding of the connection between model parameter estimation and pos

Aspects of T cell development contributing to autoimmunity.

Popular Abstract in Swedish Autoimmuna sjukdomar, såsom typ 1 diabetes, uppstår till följd av en obalans i immunsystemet där immunceller ser kroppens egna vävnader som ett hot och angriper dem. Vid typ 1 diabetes är det de insulin-producerande β-cellerna i bukspottskörteln som förstörs, vilket leder till att man resten av livet får tillföra kroppen insulin genom injektioner. Anledningen till varföAutoimmunity, such as type 1 diabetes (T1D), arises as a result of tolerance breakdown against host tissues, i.e. the β-cells. Central tolerance is established during thymic T cell development and defects in key events during this process could contribute to the pathogenesis of autoimmune diseases. The work presented in this thesis was aiming at unravelling some of those aspects. We have investi

Isotropic diffusion weighting using a triple-stimulated echo pulse sequence with bipolar gradient pulse pairs

Microscopic diffusion anisotropy in porous materials can be quantified from diffusion NMR data acquired with a combination of directional and isotropic diffusion encoding. A drawback with current pulses sequences for isotropic encoding is that they all rely on spin echo sequences, which are only applicable to pore liquids with long transverse relaxation times and porous materials with negligible i

B-field energy dependent phase lag dispersion in magnetomotive ultrasound imaging

Magnetomotive ultrasound imaging is an emerging technique where superparamagnetic iron oxide nanoparticles can be used as an ultrasound contrast agent. A time-varying external magnetic field acts to move tissue embedded particles, and ultrasound is used to detect the resulting tissue movement. In experimental phantom studies we have observed a phase lag dispersion in the magnetomotive response in

Is nephrolithiasis an unrecognized extra-articular manifestation in ankylosing spondylitis? A prospective population-based Swedish national cohort study with matched general population comparator subjects.

Ankylosing spondylitis (AS) is associated with several extra-articular manifestations. Nephrolithiasis (NL) has not been recognized as one of those, however, several factors known to increase the risk of NL are at play in AS patients. The objective was to estimate rates and predictors of NL in Swedish patients with AS compared to the general population.

Altered synaptic properties during integration of adult-born hippocampal neurons following a seizure insult.

Pathological conditions affect several stages of neurogenesis in the adult brain, including proliferation, survival, cell fate, migration, and functional integration. Here we explored how a pathological environment modulates the heterogeneous afferent synaptic input that shapes the functional properties of newly formed neurons. We analyzed the expression of adhesion molecules and other synaptic pr

Restoration of oak forest: Effects of former arable land use on soil chemistry and herb layer vegetation

Stands of pedunculate oak (Quercus robur) planted 50-80 years ago on two types of land (previously forested land and former arable fields) were compared regarding vegetation and soil. Former arable soils were characterized by a higher pH, higher nitrate concentration and higher soil density, but had lower organic matter content and lower ammonium concentration in the topsoil (0-5 cm). These differ

Importance of boreal rivers in providing iron to marine waters.

This study reports increasing iron concentrations in rivers draining into the Baltic Sea. Given the decisive role of iron to the structure and biogeochemical function of aquatic ecosystems, this trend is likely one with far reaching consequences to the receiving system. What those consequences may be depends on the fate of the iron in estuarine mixing. We here assess the stability of riverine iron

Search for the associated production of the Higgs boson with a top quark pair in multilepton final states with the ATLAS detector

A search for the associated production of the Higgs boson with a top quark pair is performed in multilepton final states using 20.3 fb(-1) of proton-proton collision data recorded by the ATLAS experiment at root s = 8 TeVat the Large Hadron Collider. Five final states, targeting the decays H -> WW*, tau tau, and ZZ*, are examined for the presence of the Standard Model (SM) Higgs boson: two same-ch

Long-term prognostic factors after thrombolysis for lower limb ischemia.

OBJECTIVE: This study assessed prognostic factors regarding long-term outcome for amputation and death among patients who underwent intra-arterial thrombolysis due to lower limb ischemia. METHODS: Consecutive patients with intra-arterial thrombolysis due to lower limb ischemia treated at the Department of Vascular Diseases, University Hospital of Malmö, between January 1, 2001, and December 31, 20

Brain Inflammation and Adult Hippocampal Neurogenesis in Epilepsy

Epilepsy is a severe chronic neurological disorder characterized by recurrent spontaneous seizures. Excitatory/inhibitory (E/I) imbalance, neuronal loss, brain inflammation, and altered adult neurogenesis are some of the characteristic hallmarks of epilepsy. Seizures increase the production of new hippocampal neurons but their function in the epileptic brain is still not fully understood. Elucidat

Coupled transport processes in responding membranes: the case of a single gradient

We present a theoretical study of two coupled diffusion processes through a membrane which is able to respond to the presence of the diffusing substances with a phase change. The case we consider is when the direct driving force for one of the processes vanishes, i.e. when the chemical potential of one of the components, or some other intensive variable, is kept equal in the two reservoirs surroun

Analyzing Social Policy Argumentation: A case study on the opinion of the German National Ethics Council on an amendment of the Stem Cell Law

Abstract in UndeterminedThis paper analyzes and evaluates the 2007 majority opinion of the German National Ethics Council which seeks to establish new information (as to the inferior quality of legally procurable human embryonic stem cells) as a sufficient reason for a relaxation of the 2002 Stem Cell Law. A micro-level analysis of the opinion’s central section is conducted and evaluated vis à vis

Reduced expression of the polymeric immunoglobulin receptor in pancreatic and periampullary adenocarcinoma signifies tumour progression and poor prognosis

The polymeric immunoglobulin receptor (pIgR) is a key component of the mucosal immune system that mediates epithelial transcytosis of immunoglobulins. High pIgR expression has been reported to correlate with a less aggressive tumour phenotype and an improved prognosis in several human cancer types. Here, we examined the expression and prognostic significance of pIgR in pancreatic and periampullary

Design and clinical evaluation of robust PID control of propofol anesthesia in children

This paper describes the design of a robust PID controller for propofol infusion in children and presents the results of clinical evaluation of this closed-loop system during endoscopic investigations in children age 6y-17y. The controller design is based on a set of models that describes the inter- patient variability in the response to propofol infusion in the study population. The PID controlle