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Università della Svizzera italiana

Hedging and risk measurement for option portfolios

Fierli, Francesco ; Barone-Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO005.

In the first part of this work we address the problem of parameter misspecification in a generic class of stochastic volatility models. We extend the approach proposed by Avellaneda, Levy and Paràs (1995) (hereafter ALP) by moving from a framework with uncertain volatility to the uncertainty on volatility process parameters. We assume that parameter values of the stochastic volatility model are...

Université de Fribourg

Paléoécologie et paléoclimats de la molasse du Jura (oligo-miocène) : apport des Rhinocerotoidea (Mammalia) et des minéraux argileux

Becker, Damien ; Berger, Jean-Pierre (Dir.)

Thèse de doctorat : Université de Fribourg, 2003 ; no 1416.

The Jura Molasse, in which most remains of the studied Rhinocerotoidea remains were found, constitutes a well preserved distal part of the Molasse Basin. This sedimentary series covered a major part of the Jura chain during the Oligocene and Miocene. Today, it is only sporadically found trapped in valleys or preserved in karst fillings. During the Oligo-Miocene period, the Jura region was...

Université de Fribourg

Intracellular vesicle transport in "Arabidopsis thaliana" : functional characterization of the t-SNARE homologue AtSNAP33

Wick, Peter ; Sticher, Liliane (Dir.)

Thèse de doctorat : Université de Fribourg, 2002 ; no 1386.

The secretory pathway is a complex endomembrane system essential for all eukaryotic cells. It transports proteins to the extracellular space or to the vacuole. All proteins which are secreted are synthesized at the endoplasmic reticulum (ER) and have a signal peptide in common. The signal peptide is necessary for the transport into the lumen of the ER where the correct folding of the protein...

Université de Fribourg

The tip60 HAT-complex is recruited to chromatin by the transcription factors E2F and Myc

Taubert, Stefan ; Conzelmann, Andreas (Dir.)

Thèse de doctorat : Université de Fribourg, 2003 ; no 1409.

The oncogenic transcription factors E2F and Myc bind to specific DNA sequences at distinct times during the G1 phase of the mammalian cell cycle, and regulate transcription of a plethora of target genes. E2F and Myc associate with TRRAP, a subunit of distinct macromolecular complexes that contain the histone acetyltransferases (HATs) Gcn5/PCAF or Tip60. During the course of my thesis I...

Université de Fribourg

Molecular analysis of the arabidopsis-Phytophthora pathosystem

Si-Ammour, Azeddine ; Mauch, Felix (Dir.) ; Métraux, Jean-Pierre (Codir.)

Thèse de doctorat : Université de Fribourg, 2002 ; No 1370.

In order to better understand the Phytophthora-plant interaction, we have developed a new pathosystem: Arabidopsis thaliana-Phytophthora porri. At present, the best studied Phytophthora species is P. infestans which caused the dramatic Irish late blight epidemics 150 years ago. Studying the pathosystem Phytophthora infestans-Solanum tuberosum has certain advantages mainly because potato is an...

Université de Fribourg

EMuds : adaptation in text-based virtual worlds

Robert, Antony ; Courant, Michèle (Dir.)

Thèse de doctorat : Université de Fribourg, 1999 ; no 1272.

This thesis introduces a methodological approach to artificial agent design. In an attempt to solve the symbol grounding problem of artificial intelligence, a new theoretical perspective on the agent-environment relation is explored and experimentation is led to motivate this methodology. From the original idea that in order to ground an agent in an environment, the agent’s representation...

Université de Fribourg

Towards active network management with "Ecomobile", an ecosystem-inspired mobile agent middleware : design, implementation, simulation and application to optical networks

Rossier-Ramuz, Daniel ; Hirsbrunner, Beat (Dir.) ; Scheurer, Rudolf (Codir.)

Thèse de doctorat : Université de Fribourg, 2002 ; no 1392.

The future multi-layer optical networks based on wavelength division multiplexing technology will lead to the creation of new value-added optical services, which is bound to transform the traditional passive transport network into an active and intelligent transport layer. The successful deployment of these complex networking services and the possibility of subjecting them to a dynamic control,...

Université de Fribourg

Inner-shell shake processes in light elements and 3s atomic-level widths of lanthanides

Mauron, Olivier ; Dousse, Jean-Claude (Dir.) ; Schaller, Lukas (Codir.)

Thèse de doctorat : Université de Fribourg, 2003 ; no 1399.

Three different parts related to experimental Atomic Physics are contained in the present Ph. D. thesis. In the three projects the measurements were performed by means of high-resolution x-ray spectroscopy, using a reflecting von Hamos-type bent crystal spectrometer. This experimental technique represents thus the common denominator of the three projects. The two first parts of the thesis are...

Université de Fribourg

Gamma-ray spectroscopy using the (n,γ) and (α,2nγ) reactions

Genilloud, Laurent ; Jolie, Jan (Dir.) ; Dousse, Jean-Claude (Codir.)

Thèse de doctorat : Université de Fribourg, 2000 ; no 1314.

One of the goals of gamma-ray spectroscopy is to study the structure of the atomic nuclei. To this aim, the nucleus has to be brought into excited states by a nuclear reaction. The study of the subsequent electromagnetic decay via the measurement of γ rays then allows one to establish the level scheme of the atomic nucleus. The comparison of this scheme with a theoretical model allows a better...

Université de Fribourg

Optimierung automatisierter Kompaktlager in Entwurf und Steuerung

Klinkert, Andreas ; Gröflin, Heinz (Dir.) ; Liebling, Thomas M. (Codir.)

Thèse de doctorat : Université de Fribourg, 2001 ; N° 1353.

This thesis investigates the optimization of automated high-density storage systems at design stage and in control logic development. In modern storage technology, automated high-density storage systems offer a space saving alternative to traditional storage rack systems. They comprise several floors subdivided into parallel storage aisles and linking cross-aisles. Pallet movements are...