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Value-based pricing is by many companies as well as in academia perceived as the preferred pricing model. The pricing literature includes a long-standing debate on pricing authority and centralized pricing authority can be associated with value-based pricing strategies. A critical success factor for value-based pricing is customer value assessment, and many companies have experienced challenges in
We propose a new model that estimates the long- and short-run components of the variances and covariances. The advantage of our model to the existing DCC-based models is that it uses the same form for both the variances and covariances and estimates these moments simultaneously. We apply this model to obtain long- and short-run factor betas for industry test portfolios. We find that the risk premi
Sports facilities, in general, have the highest energy use in Sweden, compared with other buildings. Sports facilities are usually very wide and have a high ceiling height. This makes it hard for buildings as such to allow for the same daylight integration as in e.g. traditional office spaces. Electric lighting is very often used to supply the high illuminance demands inside sports halls. Since mo
Farmers feed the world. How do they think about and cope with a changing world?
This doctoral thesis deals with two closely interconnected phenomena, the adoption and diffusion of innovations. The research aims at developing both the theory of individual adoption decisions and the theory of the diffusion of an innovation in society. Especially how the pricing of an innovation tends to influence adoption and diffusion is focused. Two empirical studies within the telecommunicat
In this article, we propose an analytical approximation for the pricing of European options for some log-normal stochastic volatility models. This approximation is a second-order Taylor series expansion of the Fourier transform with respect to the “volatility of volatility.” We give, using these formulas, a new method of variance reduction for the Monte Carlo simulation of the trajectories of the
The Stochastic Alpha Beta Rho (SABR) stochastic volatility model is widely used to price European options, but the lack of an exact closed-form solution leaves practitioners choosing between an analytical asymptotic approximation that loses accuracy in certain cases, and grid-based numerical solvers that must be rerun for every parameter set. This thesis investigates the application of a parametri
Skissernas Museum – Museum of Artistic Process and Public Art är ett unikt konstmuseum med fokus på den konstnärliga kreativa processen. Här finns världens största samling av skisser, modeller och förlagor till svensk och internationell offentlig konst. I de stora utställningssalarna möts modern och samtida konst – från små blyertsteckningar till färgrika monumentala målningar och storskaliga gipsSkissernas Museum – Museum of Artistic Process and Public Art is a unique art museum that focuses on the artistic creative process. It features the world’s largest collection of sketches, models and preparatory work for Swedish and international public art. The large exhibition rooms hold modern and contemporary art – from small pencil drawings to colourful, monumental paintings and large-scale pl
Forskningsområdet studerar organiseringen av välfärdspraktiker och de aktörer som verkar där, som professionella, men också som klienter, brukare, volontärer, besökare och liknande. Fokus ligger på det sociala arbetet och dess organisationer. Forskningen bygger därmed vidare på en tradition vid Socialhögskolan i Lund att kritiskt granska institutioner och institutionalisering. Området studerar ockThe research area studies the organization of welfare practitioners and the actors who work there, as professionals, but also as clients, users, volunteers and visitors, with focus on social work and its organizations. The research is thus based on a tradition at the Lund University to critically examine institutions and institutionalization. The area also studies professions, professionalization,
Trafficking is a terrible crime that today occurs all over the world. The victims are put in a situation through threats and violence where they no longer have control over their own situation. When the victims finally escape from the traffickers they are in need of help and support. In 2010 the Swedish Riksdag ratified the Convention on Action against Trafficking in Human Beings of Council of Eur
Ämnet Urban design och urbanism handlar om undervisning och forskning som rör stadsplanering och utformning av det offentliga rummet, där ämnet vill verka för en hållbar utveckling. Här ingår bland annat lärare från Masterprogram för hållbar stadsgestaltning (SUDes). Forskningen inom ämnet handlar framför allt om studier av stadsrummet och dess möjligheter. Vidare studeras frågor om social segreThe subject of Urban Design and Urbanism is concerned with teaching and research about city planning and the shaping of the public realm, with a focus on sustainable development. Members of staff from the Master's programme for Sustainable Urban Design are among those who teach on the subject. Research in the subject is primarily concerned with studies of urban spaces and their potential. Additi
In 2009, a nationwide initiative was established in order to lead and develop world-leading research in Sweden. Lund University received strategic research funding from the Swedish Foundation for Stategic Research and the Swedish Government for 12 strategic research areas (SRAs) of excellence. Of these 12 SRAs, StemTherapy (the strategic research area for Stem Cells and Regenerative Medicine) cont
