Books
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Pricing Autocallables under Local-Stochastic Volatility
(2023)Peter Carr Gedenkschrift. Research Advances in Mathematical FinanceThis chapter investigates the pricing of single-asset autocallable barrier reverse convertibles in the Heston local-stochastic volatility (LSV) model. Despite their complexity, autocallable structured notes are the most traded equity-linked exotic derivatives. The autocallable payoff embeds an early redemption feature generating strong path and model dependency. Consequently, the commonly used local volatility (LV) model is overly simplified ...Book Chapter -
Approximation with Independent Variables
(2023)Peter Carr Gedenkschrift. Research Advances in Mathematical FinanceGiven a square integrable m-dimensional random variable X on a probability space (Ω, ℱ, ℙ) and a sub sigma-algebra A, we show that there exists another m-dimensional random variable Y, independent of A and minimizing the L² distance to X. Such results have an importance to fairness and bias reduction in artificial intelligence, machine learning and network theory.Book Chapter -
Encyclopedia of Chemical Physics and Physical Chemistry
(2001)The Encyclopedia of Physical Chemistry and Chemical Physics introduces possibly unfamiliar areas, explains important experimental and computational techniques, and describes modern endeavors. The encyclopedia quickly provides the basics, defines the scope of each subdiscipline, and indicates where to go for a more complete and detailed explanation. Particular attention has been paid to symbols and abbreviations to make this a user-friendly ...Edited Volume -
Dietary Change and Global Sustainable Development Goals
(2024)Frontiers Research Topics ~ How to Achieve a Planetary Health Diet Through System and Paradigm Change?Book Chapter -
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Conceptual Design of Structures in the Digital Age
(2024)Conceptual Design of StructuresBook Chapter -
Researching Otherwise
(2024)How can landscape and urban studies more effectively engage in transdisciplinary dialogue, sensuousness and affect, and pluriversal worlds? Researching Otherwise presents sensory, collaborative, and restitutive methodological tools for crafting new spaces of knowledge production. Through activities such as drawing, photographing, sounding, listening, filmmaking, walking, and mapmaking, researchers explore regenerative futures in new ways. ...Edited Volume -
Explaining the socio-economic output of urban regions with a model combining urban scaling and polycentricity
(2024)Urban Scaling: Allometry in Urban Studies and Spatial ScienceUrban scaling theory and polycentric urban development are two well-known concepts that draw parallels between configurations and socio-economic conditions of urban regions. Both concepts, however, have some drawbacks, which could potentially be alleviated by combining them in a new model. In this study, income in urban regions in Switzerland is explained by combining the hierarchy of a region’s commuter network (i.e. indicator for ...Book Chapter -
Extension of Quasicocycles from Hyperbolically Embedded Subgroups
(2022)London Mathematical Society Lecture Note Series ~ Bounded Cohomology and Simplicial VolumeBook Chapter -
Toward the “Perfect” Shunt: Historical Vignette, Current Efforts, and Future Directions
(2024)Advances and Technical Standards in Neurosurgery ~ Advances and Technical Standards in NeurosurgeryAs a concept, drainage of excess fluid volume in the cranium has been around for more than 1000 years. Starting with the original decompression-trepanation of Abulcasis to modern programmable shunt systems, to other nonshunt-based treatments such as endoscopic third ventriculostomy and choroid plexus cauterization, we have come far as a field. However, there are still fundamental limitations that shunts have yet to overcome: namely ...Book Chapter -
Soil water concepts
(2024)Microirrigation for Crop Production: Design, Operation and ManagementMicroirrigation with partial soil wetting from point or line water sources often applied at high frequency gives rise to unique soil water regimes where soil transport properties are more important than soil water storage capacity. We review key soil variables and functions that are required for irrigation design and management and emphasize multidimensional flow patterns and their mathematical representation. Knowledge of wetting patterns ...Book Chapter -
Deforestation and Land Clearing
(2024)Encyclopedia of BiodiversityAt the end of the twentieth century, there were an estimated 1700 million ha of tropical forest and 1600 million ha of temperate forests worldwide. These figures represent about 60% of the original forest cover that is estimated to have existed approximately 8000 years ago. Much of this loss can be directly attributed to human impacts during the past three millennia but with rapidly increased clearance in recent centuries, and even more ...Book Chapter -
Technologies for the management of hyperkinetic movement disorders
(2024)Handbook of Digital Technologies in Movement DisordersHyperkinetic movement disorders (HMD) are characterized by abnormal involuntary movements of varying velocity, amplitude, frequency, complexity, and predictability. The integration of novel technological devices in the management of these diseases seems to offer a promising solution in providing more accurate and continuous monitoring. This chapter provides a critical overview of the available technological advances in the management of ...Book Chapter -
The Autonomy of Theory
(2024)gta editionFollowing the exhibition “Tendenzen—Neuere Architektur im Tessin” in Zurich in 1975, contemporaneous architecture in Ticino became the subject of fervent coverage in Swiss and international publications. This extended essay argues that the critical attention emancipated the narratives of Ticino architecture from the actual conditions of production, leading to the paradoxical divergence of its historiography from its history. Placing ...Monograph -
Wann ist es Zeit zu gehen? Suizidwünsche im Kontext einer dementiellen Erkrankung
(2024)Bioethik / Medizinethik ~ Ethik des assistierten SuizidsBook Chapter