On risk minimizing portfolios and martingale measures in Lévy markets

Our aim in this paper is to find a market portfolio and equivalent martingale measure (EMM) that minimizes risk as defined in [1], but in the jump diffusion market. We use optimal control methods for the determination of explicit solutions for our controls

SURE 2022 Undergraduate Science Conference Booklet

The SURE 2022 Conference was the fifth series of Science Undergraduate Research Experience (SURE) Conferences. The conference took place on Friday, 14th October, 2022, co-hosted by SETU – Carlow campus and TU Dublin as a live Face2Face event running simultaneously in both venues on the same day. Students from throughout Ireland completing their Final Year Project in a science discipline in 2021-22 presented their undergraduate research work to this conference. The aims of each of the SURE conferences are to: Provide current students with an opportunity to gain an understanding of the work which has been undertaken by recent graduates, and the career opportunities that exist for graduates in Scientific disciplines. Provide recent graduates with an opportunity to gain a reviewed publication based on the scientific research undertaken by them during their undergraduate studies in SURE-J, Irelands first and only undergraduate expert reveiwed research journal. Celebrate the academic achievements of recent graduates in the scientific disciplines. Provide a multi-disciplinary scientific forum through which undergraduate research outputs can be disseminated to students, researchers, academic professionals and industry

The Malliavin derivative and application to pricing and hedging a European exchange option

Paper presented at Strathmore International Math Research Conference on July 23 - 27, 2012Paper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 201

SURE 2019 Undergraduate Science Conference Booklet

The Second Annual Science Undergraduate Research Experience (SURE) Conferences (SURE 2019) took place on 27th September 2019 in Institute of Technology, Carlow, Technological University Dublin and Institute of Technology, Sligo. The simultaneous conferences had a total of 23 oral presentations and 67 poster presentations, and were attended by over 450 students, academic staff, professional body and industry representatives. The aims of the conference were to: Provide current students with an opportunity to gain an understanding of the work which has been undertaken by recent graduates, and the career opportunities that exist for graduates in Scientific disciplines. Provide recent graduates with an opportunity to gain a reviewed publication based on the scientific research undertaken by them during their undergraduate studies. Celebrate the academic achievements of recent graduates in the scientific disciplines. Provide a multi-disciplinary scientific forum through which undergraduate research outputs can be disseminated to students, researchers, academic professionals and industry

SURE 2018 Undergraduate Science Conference Booklet

The SURE Network hosted the First Annual Science Undergraduate Research Experience (SURE) Conferences (SURE 2018) on 28th September 2018 in Athlone Institute of Technology, Dublin Institute of Technology and Waterford Institute of Technology. The simultaneous conferences had a total of 27 oral presentations and 67 poster presentations, and were attended by over 500 students, academic staff, professional body and industry representatives. The aims of the conference were to: Provide current students with an opportunity to gain an understanding of the work which has been undertaken by recent graduates, and the career opportunities that exist for graduates in Scientific disciplines. Provide recent graduates with an opportunity to gain a reviewed publication based on the scientific research undertaken by them during their undergraduate studies. Celebrate the academic achievements of recent graduates in the scientific disciplines. Provide a multi-disciplinary scientific forum through which undergraduate research outputs can be disseminated to students, researchers, academic professionals and industry

Some properties of the conditional dual lucas octonions

The study of higher-dimensional algebraic structures has gained significant attention in recent years. Octonions, a normed division algebra with eight dimensions, have applications in fields such as quantum logic, special relativity and string theory. In this study, we introduce the conditional dual Lucas octonions. Also, we investigate several important properties and characteristics of these octonions. Firstly, we establish the algebraic structure of the conditional dual Lucas octonions, providing a comprehensive definition and outlining their fundamental mathematical properties. Furthermore, we obtain generating functions, the Binet formulas, Catalan's identities, and Cassini's identities of the conditional dual Lucas octonions. Through our analysis and exploration, we contribute to the understanding of the conditional dual Lucas octonions, shedding light on their algebraic properties. This study ensures a comprehensive overview of the generalization of the various octonions