This dissertation is cumulative and encompasses three self-contained research articles. These essays share one common theme: the probability that a given stochastic process crosses a certain boundary function, namely the boundary crossing probability, and the related financial and statistical applications. In the first paper, we propose a new Monte Carlo method to price a type of barrier option called the Parisian option by simulating the first and last hitting time of the barrier. This research work aims at filling the gap in the literature on pricing of Parisian options with general curved boundaries while providing accurate results compared to the other Monte Carlo techniques available in the literature. Some numerical examples are presented for illustration. The second paper proposes a Monte Carlo method for analyzing the sensitivity of boundary crossing probabilities of the Brownian motion to small changes of the boundary. Only for few boundaries the sensitivities can be computed in closed form. We propose an efficient Monte Carlo procedure for general boundaries and provide upper bounds for the bias and the simulation error. The third paper focuses on the inverse first-passage-times. The inverse first-passage-time problem deals with finding the boundary given the distribution of hitting times. Instead of a known distribution, we are given a sample of first hitting times and we propose and analyze estimators of the boundary. Firstly, we consider the empirical estimator and prove that it is strongly consistent and derive (an upper bound of) its asymptotic convergence rate. Secondly, we provide a Bayes estimator based on an approximate likelihood function. Monte Carlo experiments suggest that the empirical estimator is simple, computationally manageable and outperforms the alternative procedure considered in this paper.

A dissertação faz o levantamento e a análise das referências jornalísticas de destaque sobre o Brasil nas primeiras páginas do New York Times, NYT, entre 31 de março de 1964 e 12 de dezembro de 1985, com ênfase nos temas de cultura e política. As matérias de capa do NYT evidenciam o movimento pendular, de aproximações e distanciamentos, entre o Brasil e os Estados Unidos durante os 21 anos de vigência da ditadura militar brasileira / The dissertation is an analysis of journalistic references about Brazil published on the front pages of the New York Times, NYT, between March 31, 1964 and December 12, 1985, with emphasis on issues of culture and politics. The publications of NYT brought evidences of the complex movement in the relationship between Brazil and the United States during the 21 years of the Brazilian military dictatorship

This thesis consists of extensions of results on a perpetual American swaption problem. Companies routinely plan to swap uncertain benefits with uncertain costs in the future for their own benefits. Our work explores the choice of timing policies associated with the swap in the form of an optimal stopping problem. In this thesis, we have shown that Hu, Oksendal's (1998) condition given in their paper to guarantee that the optimal stopping time is a.s. finite is in fact both a necessary and sufficient condition. We have extended the solution to the problem from a region in the parameter space where optimal stopping times are a.s. finite to a region where optimal stopping times are non-a.s. finite, and have successfully calculated the probability of never stopping in this latter region. We have identified the joint distribution for stopping times and stopping locations in both the a.s. and non-a.s. finite stopping cases. We have also come up with an integral formula for the inner product of a generalized hyperbolic distribution with the Cauchy distribution. Also, we have applied our results to a back-end forestry harvesting model where stochastic costs are assumed to exponentiate upwards to infinity through time. / Graduation date: 2013

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A dissertação faz o levantamento e a análise das referências jornalísticas de destaque sobre o Brasil nas primeiras páginas do New York Times, NYT, entre 31 de março de 1964 e 12 de dezembro de 1985, com ênfase nos temas de cultura e política. As matérias de capa do NYT evidenciam o movimento pendular, de aproximações e distanciamentos, entre o Brasil e os Estados Unidos durante os 21 anos de vigência da ditadura militar brasileira / The dissertation is an analysis of journalistic references about Brazil published on the front pages of the New York Times, NYT, between March 31, 1964 and December 12, 1985, with emphasis on issues of culture and politics. The publications of NYT brought evidences of the complex movement in the relationship between Brazil and the United States during the 21 years of the Brazilian military dictatorship

L'augmentation des prix de l'énergie due à la raréfaction des énergies fossiles et la prise en compte des impacts environnementaux rend inéluctable l'engagement des industriels dans une démarche de maitrise de leurs consommations énergétiques et leurs émissions. L'Industrie Diffuse (ID), par opposition aux IGCE, est de plus en plus importante sur le plan économique, énergétique et environnemental. Elle devient ainsi une cible prioritaire d'autant plus que l'on constate qu'elle a été peu traitée dans les analyses énergétiques malgré l'intérêt des politiques en matière d'efficacité énergétique et le nombre considérable d'articles et de livres sur l'énergie. Comment quantifier alors l'implication de l'ID dans la contrainte réglementaire liée au changement climatique ? Quelles technologies et politiques à mettre en œuvre pour contribuer aux objectifs fixés par les plans d'actions pour l'efficacité énergétique ?Le travail de cette thèse repose ainsi sur une optimisation technico-économique de la chaine énergétique, à partir du modèle « bottom-up » de TIMES, dans une approche prospective pertinente des conséquences énergétique et environnementale de politiques MDE dans l'ID. Ce modèle s'appuie notamment sur une représentation par usages à l'inverse des IGCE du fait de l'inadaptabilité de l'approche produit/procédé. Dans ce cadre, l'analyse de la valorisation de la chaleur perdue en sortie des procédés à travers le déploiement de PAC dans l'agroalimentaire a été réalisée.Le recours à la modélisation prospective permet notamment d'observer le profil technologique et le timing des investissements des PAC en réponse à des contraintes énergétiques ou de mesures incitatives dans le cadre de Certificat d'Économie d'Énergie ou de valorisation des émissions de CO2. Il peut mettre aussi en lumière, d'une part, une possibilité d'étude sur un ajustement incrémentiel d'une taxe sur les émissions par les autorités de régulation pour atteindre leurs objectifs environnemental et énergétique sur le court, moyen et long-terme. D'autre part, il constitue un bon outil d'aide à la décision en déterminant des coûts différenciés d'économies d'énergie dans le cadre d'investissements de technologies MDE pour un meilleur criblage sectoriel. / The growing energy prices due to the rarefaction of the fossil fuels and the consideration of the environmental impacts makes inevitable the involvement of industrials to promote energy efficiency policy and emissions reductions. We notice that the Non-energy intensive industry (NEI), by opposition to the energy intensive industry (EI), is expected to play an important role because of their economic and energy importance and its relatively high growth rate. It becomes then a priority target especially since it has been neglected in energy analysis despite the continuing policy interest in energy efficiency and the many reports and book written on the topic. How can NEI contribute effectively to the reduction of the energy consumptions and the CO2 emissions? Which technologies and/or policies should be implemented to reach these objectives?This PhD work is then based on a technical economic optimization of the sectoral energy system, by using a “bottom-up” model with TIMES framework, in a relevant prospective approach of the energy and environmental consequences of MDE policies in NEI. This model relies on a representation by energy end-uses contrary to the EI because of the unsuitability of the approach product/process. As part of this, we analyzed the industrial heat recovery on processes through the deployment of HP in Food & Drink industry, the most important NEI's sector.Then, this prospective modelling allows observing the shape of investments of HP in response to energy constraints or incentive policies within the mechanism of Energy Savings Certificate or valuation of CO2 emissions. It can give, on one hand, a possibility of study which giving the different adjustment of a tax on gas emissions by the authorities of regulation to reach their environmental and energy objectives in NEI over a medium or long-term horizon. On the other hand, it is very useful as a good decision-making tool by determining differentiated costs for energy savings within the investments of efficient technologies at the highest level of disaggregation for a better sectoral screening

Governor John B. Connally Jr., who served as chief executive of the State of Texas from 1963.to 1969, made extensive use of the mass communication media to further both his programs and his own political fortune. It is the purpose of this study to examine the history of Connally's use of the media, to evaluate the degree of success he achieved in the use of the media, and to present evidence of how he was able to achieve success in the use of the media. The study was done in three phases. In the first phase, microfilm files of two newspapers, the Dallas News and the Houston Chronicle, were studied in detail for the years 1962 through 1968. Clipping files of the Associated Press in Austin and the Dallas Times Herald also were studied for the years in question. Also, the New York Times Index was examined for references to Connally during these years. Such references were then checked on microfilm files of the Times. In the second phase, key members of Connally's staff for those years and key members of the capitol press corps in Austin were interviewed. As a third step, a questionnaire was mailed to 25 selected Texas editors soliciting their views on Connally's press relations.

With sharp climate goals to be climate neutral by 2045, Sweden needs to rapidly change the present energy system. The Swedish government has assigned Gotland as a pilot area for the energy transition, due to its geographical constrains as an island, and because of the major structural changes planned for Gotland’s energy supply and industrial establishment. These changes create the opportunity to build a more flexible, efficient, and robust energy system. To support the transition, IVL Swedish Environmental Research institute has initiated the GOT Heat project. This thesis contributes to the GOT Heat project by developing a GIS model that represent the heat sector of Gotland. The model has been developed in parallel with a TIMES model. The purpose of the GIS model is to be used as a heat atlas and to support the TIMES model of Gotland’s energy system by spatial visualization and knowledge. The GIS model was successfully developed and utilized to enhance the representation of Gotland’s energy system within the TIMES model. Data from Boverket, Lantmäteriet, Energimyndigheten and companies has been collected, processed for the development of the GIS model. The incorporation of spatial knowledge and visualization of the heat sector through the GIS model is expected to improve the overall outcomes of the TIMES model. The heat atlas also proved to be a valuable support tool, enabling the visualization of excess heat potentials within the heat sector. This visualization provides insights into potential opportunities for industrial and sector coupling, which would lead to more efficient utilization of excess heat.

Worldwide, patients who visit health-care facilities generally have to wait very long to be attended by physicians and professional nurses. In South Africa, the Cape Triage Score system was implemented with great success in Emergency departments in the Cape Metropole. In primary health-care clinics the concern is that patients have to wait too long for service delivery, even if they are very ill and need hospitalisation. In this research study the role of triage in reducing waiting times in primary health-care clinics was examined. The Cape Triage Score system that was used in Emergency departments in the private sector and also in public hospitals was adapted for a pilot intervention study. This was done to determine if the utilisation of this system can reduce the waiting times of patients visiting primary health-care clinics. The researcher utilised a quantitative design with an intervention, after measuring the baseline waiting time. The strategies applied included an exploratory, descriptive and contextual strategy. The study was carried out in three steps according to the objectives set for the study. Firstly, the baseline assessment of the current waiting times in two PHC clinics in a sub-district of the North West Province was done. A waiting-time survey checklist was used to determine the baseline waiting time of patients visiting primary health-care clinics. These waiting-time survey checklists consisted of a few components that assessed different aspects of waiting time. The second objective was to explore and describe literature in order to understand primary health-care waiting times, triage and related constructs. The third objective was to pilot an adapted Cape Triage Score system to determine if the intervention contributed to reducing waiting times for patients visiting primary health-care clinics. Data was analysed according to Cohen’s effect sizes. The comparison between the baseline waiting times and pilot intervention waiting-time assessment was done according to Cohen’s effect sizes. The analysis of the data indicated a practical significance for the component where the pilot Cape Triage Score system was applied, as patients were referred to the physician and professional nurse according to the severity of their condition. The outcome of the study indicated no reduction in the overall waiting time of patients visiting primary health-care clinics due to the different components of the waiting-time survey checklist. Finally, the research was evaluated, limitations were identified and recommendations were stipulated for nursing practice, education, research and policy. / MCur, North-West University, Potchefstroom Campus, 2014

Worldwide, patients who visit health-care facilities generally have to wait very long to be attended by physicians and professional nurses. In South Africa, the Cape Triage Score system was implemented with great success in Emergency departments in the Cape Metropole. In primary health-care clinics the concern is that patients have to wait too long for service delivery, even if they are very ill and need hospitalisation. In this research study the role of triage in reducing waiting times in primary health-care clinics was examined. The Cape Triage Score system that was used in Emergency departments in the private sector and also in public hospitals was adapted for a pilot intervention study. This was done to determine if the utilisation of this system can reduce the waiting times of patients visiting primary health-care clinics. The researcher utilised a quantitative design with an intervention, after measuring the baseline waiting time. The strategies applied included an exploratory, descriptive and contextual strategy. The study was carried out in three steps according to the objectives set for the study. Firstly, the baseline assessment of the current waiting times in two PHC clinics in a sub-district of the North West Province was done. A waiting-time survey checklist was used to determine the baseline waiting time of patients visiting primary health-care clinics. These waiting-time survey checklists consisted of a few components that assessed different aspects of waiting time. The second objective was to explore and describe literature in order to understand primary health-care waiting times, triage and related constructs. The third objective was to pilot an adapted Cape Triage Score system to determine if the intervention contributed to reducing waiting times for patients visiting primary health-care clinics. Data was analysed according to Cohen’s effect sizes. The comparison between the baseline waiting times and pilot intervention waiting-time assessment was done according to Cohen’s effect sizes. The analysis of the data indicated a practical significance for the component where the pilot Cape Triage Score system was applied, as patients were referred to the physician and professional nurse according to the severity of their condition. The outcome of the study indicated no reduction in the overall waiting time of patients visiting primary health-care clinics due to the different components of the waiting-time survey checklist. Finally, the research was evaluated, limitations were identified and recommendations were stipulated for nursing practice, education, research and policy. / MCur, North-West University, Potchefstroom Campus, 2014