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  • 101.
    Pettersson, Håkan
    et al.
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Zubritskaya, Irina
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Nghia, Ngo Tuan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Wallentin, Jesper
    Solid State Physics and the Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Borgström, Magnus T.
    Solid State Physics and the Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Storm, Kristian
    Solid State Physics and the Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Landin, Lars
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Wickert, Peter
    Sol Voltaics AB, Ideon Science Park, Lund, Sweden.
    Capasso, Federico
    School of Engineering and Applied Sciences, Harvard University, Cambridge, Massachusetts, USA.
    Samuelson, Lars
    Solid State Physics and the Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Electrical and optical properties of InP nanowire ensemble p(+)-i-n(+) photodetectors2012In: Nanotechnology, ISSN 0957-4484, E-ISSN 1361-6528, Vol. 23, no 13, article id 135201Article in journal (Refereed)
    Abstract [en]

    We report on a comprehensive study of electrical and optical properties of efficient near-infrared p(+)-i-n(+) photodetectors based on large ensembles of self-assembled, vertically aligned i-n(+) InP nanowires monolithically grown on a common p(+) InP substrate without any buffer layer. The nanowires have a polytype modulated crystal structure of wurtzite and zinc blende. The electrical data display excellent rectifying behavior with an ideality factor of about 2.5 at 300 K. The ideality factor scales with 1/T, which possibly reflects deviations from classical transport models due to the mixed crystal phase of the nanowires. The observed dark leakage current is of the order of merely similar to 100 fA/nanowire at 1 V reverse bias. The detectors display a linear increase of the photocurrent with reverse bias up to about 10 pA/nanowire at 5 V. From spectrally resolved measurements, we conclude that the photocurrent is primarily generated by funneling photogenerated carriers from the substrate into the NWs. Contributions from direct excitation of the NWs become increasingly important at low temperatures. The photocurrent decreases with temperature with an activation energy of about 50 meV, which we discuss in terms of a temperature-dependent diffusion length in the substrate and perturbed transport through the mixed-phase nanowires. © 2012 IOP Publishing Ltd.

  • 102.
    Prostakova, Irina
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Tazov, Alexander
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Energy Derivatives Pricing2011Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. Therefore, we develop a model for the futures market and compound derivatives with pricing in accordance with the correspondent index. We derive a framework for energy derivatives pricing, compute the price of the European call option on futures and corresponding hedging strategy. We calculate the price of the European call option adjusted for an index level, study the American put option on futures and corresponding hedging strategies.

  • 103.
    Rehurek, Adam
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Stable Numerical Methods for PDE Models of Asian Options2011Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    Asian options are exotic financial derivative products which price must be calculated by numerical evaluation. In this thesis, we study certain ways of solving partial differential equations, which are associated with these derivatives. Since standard numerical techniques for Asian options are often incorrect and impractical, we discuss their variations, which are efficiently applicable for handling frequent numerical instabilities reflected in form of oscillatory solutions. We will show that this crucial problem can be treated and eliminated by adopting flux limiting techniques, which are total variation dimishing.

  • 104.
    Sauer, Vincent T. K.
    et al.
    National Institute for Nanotechnology, Edmonton, Alberta, Canada & University of Alberta, Edmonton, Alberta, Canada.
    Diao, Zhu
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab. National Institute for Nanotechnology, Edmonton, Alberta, Canada & University of Alberta, Edmonton, Alberta, Canada.
    Westwood-Bachman, Jocelyn N.
    National Institute for Nanotechnology, Edmonton, Alberta, Canada & University of Alberta, Edmonton, Alberta, Canada.
    Freeman, Mark R.
    National Institute for Nanotechnology, Edmonton, Alberta, Canada & University of Alberta, Edmonton, Alberta, Canada.
    Hiebert, Wayne K.
    National Institute for Nanotechnology, Edmonton, Alberta, Canada & University of Alberta, Edmonton, Alberta, Canada.
    Single laser modulated drive and detection of a nano-optomechanical cantilever2017In: AIP Advances, ISSN 2158-3226, E-ISSN 2158-3226, Vol. 7, no 1, article id 015115Article in journal (Refereed)
  • 105.
    Shang, Xianjung
    et al.
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Yu, Ying
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Li, Mifeng
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Wang, Lijuan
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Zha, Guowei
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Ni, Haiqiao
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Pettersson, Håkan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Fu, Ying
    Science for Life Laboratory, Department of Applied Physics, Royal Institute of Technology, Stockholm, Sweden.
    Niu, Zhichuan
    State Key Laboratory for Superlattices and Microstructures, Institute of Semiconductors, Chinese Academy of Sciences, Beijing, China.
    Effect of tunable dot charging on photoresponse spectra of GaAs p-i-n diode with InAs quantum dots2015In: Journal of Applied Physics, ISSN 0021-8979, E-ISSN 1089-7550, Vol. 118, no 24, p. 244503-1-244503-9, article id 244503Article in journal (Refereed)
    Abstract [en]

    Quantum dots (QDs)-embedded photodiodes have demonstrated great potential on detectors. A modulation of QD charging opens intriguing possibilities for adaptive sensing with bias-tunable detector characteristics. Here, we report on a p-i-n GaAs photodiode with InAs QDs whose charging is tunable due to unintentional Be diffusion and trap-assisted tunneling of holes, from bias- and temperature (T)-dependent photocurrent spectroscopy. For the sub-bandgap spectra, the T-dependent relative intensities "QD-s/WL" and "WL/GaAs" (WL: wetting layer) reflect a dominant tunneling under -0.9 V (trap-assisted tunneling from the top QDs) and a dominant thermal escape under -0.2 ~ 0.5 V (from the bottom QDs since the top ones are charged and inactive for optical absorption) from QD s-state, a dominant tunneling from WL and an enhanced QD charging at > 190 K (related to trap level ionization). For the above-bandgap spectra, the degradation of the spectral profile (especially that near GaAs bandedge) as the bias and T tune (especially under -0.2 ~ 0.2 V and at > 190 K) can be well explained by the enhanced photoelectron capture in QDs with tunable charging; the dominant spectral profile with no degradation under 0.5 V is due to a saturated electron capture in charged QDs (i.e. charging neutralization). QD level simulation and schematic bandstructures help to understand these effects. © 2015 AIP Publishing LLC

  • 106.
    Shang, X.-J.
    et al.
    Chinese Academy of Sciences.
    He, J.-F.
    Chinese Academy of Sciences.
    Li, M.-F.
    Chinese Academy of Sciences.
    Zhan, F.
    Chinese Academy of Sciences.
    Ni, H.-Q.
    Chinese Academy of Sciences.
    Niu, Z.-C.
    Chinese Academy of Sciences.
    Pettersson, Håkan
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Fu, Ying
    Division of Theoretical Chemistry and Biology, School of Biotechnology, Royal Institute of Technology, Stockholm, Sweden.
    Quantum-dot-induced optical transition enhancement in InAs quantum-dot-embedded p-i-n GaAs solar cells2011In: Applied Physics Letters, ISSN 0003-6951, E-ISSN 1077-3118, Vol. 99, no 11, p. 113514-113514-3Article in journal (Refereed)
    Abstract [en]

    Photocurrents (PCs) of three p–i–n GaAs solar cells, sample A with InAs quantum dots (QDs) embedded in the depletion region, B with QDs in the n region, and C without QDs, were studied experimentally and theoretically. Above GaAs bandgap, the PC of A is increased, while B is decreased with respect to C, since in A, the QD-induced reflection of hole wave function increases its overlap with electron wave function so that the optical transition rate is enhanced, while carrier mobility in B is reduced due to QD-induced potential variations. Moreover, A and B have increased PCs in the sub-GaAs-bandgap range due to QD optical absorptions.

  • 107.
    Shcherbakov, Dmitry
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Szwaczkiewicz, Sylwia
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Exponential Fitting, Finite Volume and Box Methods in Option Pricing.2010Independent thesis Advanced level (degree of Master (One Year)), 15 credits / 22,5 HE creditsStudent thesis
    Abstract [en]

    In this thesis we focus mainly on special finite differences and finite volume methods and apply them to the pricing of barrier options.The structure of this work is the following: in Chapter 1 we introduce the definitions of options and illustrate some properties of vanilla European options and exotic options.Chapter 2 describes a classical model used in the financial world, the  Black-Scholes model. We derive theBlack-Scholes formula and show how stochastic differential equations model financial instruments prices.The aim of this chapter is also to present the initial boundary value problem and the maximum principle.We discuss boundary conditions such as: the first boundary value problem, also called  Dirichlet problem that occur in pricing ofbarrier options and European options. Some kinds of put options lead to the study of a second boundary value problem (Neumann, Robin problem),while the Cauchy problem is associated with one-factor European and American options.Chapter 3 is about finite differences methods such as theta, explicit, implicit and Crank-Nicolson method, which are used forsolving partial differential equations.The exponentially fitted scheme is presented in Chapter 4. It is one of the new classesof a robust difference scheme that is stable, has good convergence and does not produce spurious oscillations.The stability is also advantage of the box method that is presented in Chapter 5.In the beginning of the Chapter 6 we illustrate barrier options and then we consider a novel finite volume discretization for apricing the above options.Chapter 7 describes discretization of the Black-Scholes equation by the fitted finite volume scheme. In  Chapter 8 we present and describe numerical results obtained by using  the finite difference methods illustrated in the previous chapters.

  • 108.
    Shcherbakova, Evgenia
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Gogoleva, Olga
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    On-line change-point detection procedures for Initial Public Offerings2010Independent thesis Advanced level (degree of Master (One Year)), 15 credits / 22,5 HE creditsStudent thesis
    Abstract [en]

     

    In this thesis we investigate the case of monitoring of stocks havingjust been introduced for public trading on the nancial market. Theempirical distribution of the change-point for 20 assets for 60 days was calculated to check the support for the assumption that the priceinitially drop or rise to some steady level.The price process X = {Xt : t in Z} is assumed to be an AR(1) process with a shift in the mean value from a slope to a constant. The Shiryaev-Roberts, Shewhart, EWMA, Likelihood ratio and CUSUM proceduresfor detecting a change-point in such a process are derived. The expecteddelay of the motivated alarm according to these methods is achievedunder the assumptions of a Poisson, uniform, binomial and geometric distributed 

    by means of simulations.

     

      

     

  • 109.
    Sjöstrand, Maria
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Aktaş, Özlem
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Cornish-Fisher Expansion and Value-at-Risk method in application to risk management of large portfolios2011Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    One of the major problem faced by banks is how to manage the risk

    exposure in large portfolios. According to Basel II regulation banks

    has to measure the risk using Value-at-Risk with confidence level 99%.

    However, this regulation does not specify the way to calculate Valueat-

    Risk. The easiest way to calculate Value-at-Risk is to assume that

    portfolio returns are normally distributed. Altough, this is the most

    common way to calculate Value-at-Risk, there exists also other methods.

    The previous crisis shows that the regular methods are unfortunately

    not always enough to prevent bankruptcy. This paper is devoted to

    compare the classical methods of estimating risk with other methods

    such as Cornish-Fisher Expansion (CFVaR) and assuming generalized

    hyperbolic distribution. To be able to do this study, we estimate the risk

    in a large portfolio consisting of ten stocks. These stocks are chosen from

    the NASDAQ 100-list in order to have highly liquid stocks (bluechips).

    The stocks are chosen from different sectors to make the portfolio welldiversified.

    To investigate the impact of dependence between the stocks

    in the portfolio we remove the two most correlated stocks and consider

    the resulting eight stock portfolio as well. In both portfolios we put equal

    weight to the included stocks.

    The results show that for a well-diversified large portfolio none of the

    risk measures are violated. However, for a portfolio consisting of only

    one highly volatile stock we prove that we have a violation in the classical

    methods but not when we use the modern methods mentioned above.

     

  • 110.
    Smylie, M. P.
    et al.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Willa, K.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Bao, J. -K
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Ryan, K.
    Department of Physics, University of Illinois at Urbana-Champaign, Urbana, IL 61801, United States.
    Islam, Z.
    Advanced Photon Source, Argonne National Laboratory, 9700 S. Cass Avenue, Lemont, IL 60439, United States.
    Claus, H.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Simsek, Y.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Diao, Zhu
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Rydh, A.
    Department of Physics, Stockholm University, Stockholm, SE-106 91, Sweden.
    Koshelev, A. E.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Kwok, W. -K
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Chung, D. Y.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Kanatzidis, M. G.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Welp, U.
    Materials Science Division, Argonne National Laboratory, 9700 S. Cass Avenue, Argonne, IL 60439, United States.
    Anisotropic superconductivity and magnetism in single-crystal RbEuFe4As42018In: Physical Review B, ISSN 2469-9950, E-ISSN 2469-9969, Vol. 98, no 10, article id 104503Article in journal (Refereed)
    Abstract [en]

    We investigate the anisotropic superconducting and magnetic properties of single-crystal RbEuFe4As4 using magnetotransport and magnetization measurements. We determine a magnetic ordering temperature of the Eu moments of Tm=15K and a superconducting transition temperature of Tc=36.8K. The superconducting phase diagram is characterized by high upper critical field slopes of -70 and -42 kG/K for in-plane and out-of-plane fields, respectively, and a surprisingly low superconducting anisotropy of Γ=1.7. Ginzburg-Landau parameters of κc∌67 and κab∌108 indicate extreme type-II behavior. These superconducting properties are in line with those commonly seen in optimally doped Fe-based superconductors. In contrast, Eu magnetism is quasi-two dimensional (2D), as evidenced by highly anisotropic in-plane and out-of-plane exchange constants of 0.6 K and <0.04 K. A consequence of the quasi-2D nature of the Eu magnetism are strong magnetic fluctuation effects, a large suppression of the magnetic ordering temperature as compared to the Curie-Weiss temperature, and a kinklike anomaly in the specific heat devoid of any singularity. Magnetization curves reveal a clear magnetic easy-plane anisotropy with in-plane and out-of-plane saturation fields of 2 and 4 kG. © 2018 American Physical Society.

  • 111.
    Stepanova, K. V.
    et al.
    Petrozavodsk State University, Petrozavodsk, Russia.
    Yakovleva, N. M.
    Petrozavodsk State University, Petrozavodsk, Russia.
    Kokatev, Alexander N.
    Petrozavodsk State University, Petrozavodsk, Russia.
    Pettersson, Håkan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Influence of annealing on the structure of nanoporous oxide films on the surface of titanium‒aluminum powder alloy2016In: Journal of Surface Investigation. X-ray, Synchrotron and Neutron Techniques, ISSN 1027-4510, Vol. 10, no 5, p. 933-941Article in journal (Refereed)
    Abstract [en]

    Oxide films obtained during anodization of Ti‒40% Al sintered powder samples in fluorine-containing electrolytes are investigated. With scanning electron microscopy and X-ray phase analysis, it is demonstrated that an X-ray amorphous nanoporous anodic oxide film is formed on the surface of the powder microparticles under optimal anodization conditions. After annealing at T = 1093 K in air and vacuum (10‒2 Pa), the oxide films are revealed to crystallize with its regular porous structure retained. The composition of the polycrystalline anodic-oxide films annealed in air is a mixture involving TiO2 (anatase and rutile) and α- and γ-Al2O3 phases and Ti2O3 and Al2TiO5 traces. The vacuum annealing process makes it possible to identify TiO2, in which anatase is the main phase, α- and γ-Al2O3, and Ti2O3 and TiO traces. However, rutile is not revealed. The presented results indicate that the application of the anodic nanostructuring of Ti‒40% Al powders is promising for the obtainment of new photocatalytic active nanomaterials. © 2016, Pleiades Publishing, Ltd.

  • 112.
    Suyatin, Dmitry
    et al.
    Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Jain, Vishal
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab. Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Nebol’sin, Valery A.
    Voronezh State Technical University, Voronezh, Russian Federation.
    Trägårdh, Johanna
    Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Messing, Maria
    Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Wagner, Jakob B.
    Division of Polymer and Materials Chemistry, Lund University, Lund, Sweden.
    Persson, Olof
    Division of Synchrotron Radiation Research, Lund University, Lund, Sweden.
    Timm, Rainer
    Division of Synchrotron Radiation Research, Lund University, Lund, Sweden.
    Mikkelsen, Anders
    Division of Synchrotron Radiation Research, Lund University, Lund, Sweden.
    Maximov, Ivan
    Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Samuelson, Lars
    Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Pettersson, Håkan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab. Division of Solid State Physics, Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Strong Schottky barrier reduction at Au-catalyst/GaAs-nanowire interfaces by electric dipole formation and Fermi-level unpinning2014In: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 5, article id 3221Article in journal (Refereed)
    Abstract [en]

    Nanoscale contacts between metals and semiconductors are critical for further downscaling of electronic and optoelectronic devices. However, realizing nanocontacts poses significant challenges since conventional approaches to achieve ohmic contacts through Schottky barrier suppression are often inadequate. Here we report the realization and characterization of low n-type Schottky barriers (∼0.35 eV) formed at epitaxial contacts between Au-In alloy catalytic particles and GaAs-nanowires. In comparison to previous studies, our detailed characterization, employing selective electrical contacts defined by high-precision electron beam lithography, reveals the barrier to occur directly and solely at the abrupt interface between the catalyst and nanowire. We attribute this lowest-to-date-reported Schottky barrier to a reduced density of pinning states (∼10 17 m-2) and the formation of an electric dipole layer at the epitaxial contacts. The insight into the physical mechanisms behind the observed low-energy Schottky barrier may guide future efforts to engineer abrupt nanoscale electrical contacts with tailored electrical properties. © 2014 Macmillan Publishers Limited.

  • 113.
    Suyatin, Dmitry
    et al.
    Avd. f. Fasta Tillståndets Fysik, Lunds Universitet.
    Trägårdh, Johanna
    Avd. f. Fasta Tillståndets Fysik, Lunds Universitet.
    Messing, Maria
    Avd. f. Fasta Tillståndets Fysik, Lunds Universitet.
    Wagner, Jakob
    Avd. f. Materialkemi, Lunds Universitet.
    Montelius, Lars
    Avd. f. Fasta Tillståndets Fysik, Lunds Universitet.
    Pettersson, Håkan
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Samuelson, Lars
    Avd. f. Fasta Tillståndets Fysik, Lunds Universitet.
    Nano-Schottky contacts realized by bottom-up technique2010In: INEC 2010 - 2010 3rd International Nanoelectronics Conference, Proceedings / [ed] Chu, PKI, Piscataway, N.J.: IEEE Press, 2010, p. 252-253Conference paper (Refereed)
    Abstract [en]

    Properties of nanostructures realized by bottom-up techniques are often different from their bulk counterparts. Here we present a study of a nano-Schottky contact formed at the interface between a gold catalytic particle and an epitaxially grown GaxIn1-xAs/InAs nanowire. Selective electrical connections formed to the catalytic particle on one side and to the InAs segment on the other side allowed electrical and optical characterization of the formed junction. We demonstrate that the heterostructure region adjacent to the catalytic particle may act as an ultra-small volume unipolar photodetector with potentially ultra-fast response.

  • 114.
    Takac, Michal
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Operator Splitting Techniques for American Type of Floating Strike Asian Option2011Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    In this thesis we investigate Asian oating strike options. We particu-larly focus on options with early exercise - American options. This typeof options are very lucrative to the end-users of commodities or ener-gies who are tend to be exposed to the average prices over time. Asianoptions are also very popular with corporations, who have ongoing cur-rency exposures. The main idea of the pricing is to examine the freeboundary position on which the value of the option is depending. Wefocus on developing a ecient numerical algorithm for this boundary.In the rst Chapter we give an informative description of the nancialderivatives including Asian options. The second Chapter is devoted tothe analytical derivation of the corresponding partial dierential equa-tion coming from the original Black - Scholes equation. The problemis simplied using transformation methods and dimension reduction. Inthe third and fourth Chapter we describe important numerical methodsand discretize the problem. We use the rst order Lie splitting and thesecond order Strang splitting. Finally, in the fth Chapter we makenumerical experiments with the free boundary and compare the resultwith other known methods.

  • 115.
    Trägårdh, Johanna
    et al.
    Solid State Physics, Lund University, Lund, Sweden.
    Persson, Ann
    Solid State Physics, Lund University, Lund, Sweden.
    Hessman, Dan
    Solid State Physics, Lund University, Lund, Sweden.
    Pettersson, Håkan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Landin, Lars
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Samuelson, Lars
    Solid State Physics, Lund University, Lund, Sweden.
    Photocurrent Spectroscopy on Single Heterostructure Nanowires2005In: Symposium EE: Progress in Semiconductor Materials V-Novel Materials and Electronic and Optoelectronic Applications, 2005, p. 753-753Conference paper (Refereed)
  • 116.
    Uhliarik, Marek
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Operator Splitting Methods and Artificial Boundary Conditions for a nonlinear       Black-Scholes equation2010Independent thesis Advanced level (degree of Master (One Year)), 15 credits / 22,5 HE creditsStudent thesis
    Abstract [en]

    There are some nonlinear models for pricing financial derivatives which can improve the linear Black-Scholes model introduced by Black, Scholes and Merton. In these models volatility is not constant anymore, but depends on some extra variables. It can be, for example, transaction costs, a risk from a portfolio, preferences of a large trader, etc. In this thesis we focus on these models.

    In the first chapter we introduce some important theory of financial derivatives. The second chapter is devoted to the volatility models. We derive three models concerning transaction costs (RAPM, Leland's  and Barles-Soner's model) and Frey's model which assumes a large (dominant) trader on the market. In the third and in the forth chapter we derive portfolio and make numerical experiments with a free boundary. We use the first order additive and the second order Strang splitting methods. We also use approximations of Barles-Soner's model using the identity function and introduce an approximation with the logarithm function of Barles-Soner's model. These models we finally compare with models where the volatility includes constant transaction costs.

  • 117.
    Wang, Qin
    et al.
    Acreo ICT AB, Kista, Sweden.
    Jafari, Mehrdad
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Hussein, Laiq
    Solid State Physics and the Nanometer Structure Consortium, Lund University, Lund, Sweden.
    Song, Jindong
    Center for Optoelectronic Convergence Systems, KIST (Korean Institute of Science and Technology), Seoul, South Korea.
    Choi, Won Jun
    Center for Optoelectronic Convergence Systems, KIST (Korean Institute of Science and Technology), Seoul, South Korea.
    Han, Il Ki
    Center for Optoelectronic Convergence Systems, KIST (Korean Institute of Science and Technology), Seoul, South Korea.
    Lee, Eun Hye
    Center for Optoelectronic Convergence Systems, KIST (Korean Institute of Science and Technology), Seoul, South Korea.
    Park, Suk In
    Center for Optoelectronic Convergence Systems, KIST (Korean Institute of Science and Technology), Seoul, South Korea.
    Lim, Ju Young
    Laser-IT Center, Korea Photonics Technology Institute, Seoul, South Korea.
    Karim, Amir
    Acreo ICT AB, Kista, Sweden.
    Andersson, Jan Y.
    Acreo ICT AB, Kista, Sweden.
    Pettersson, Håkan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    MWIR interband transitions in type-II (III) In(GaAl)Sb quantum dots2015Conference paper (Refereed)
    Abstract [en]

    In this work we present an alternative approach for realizing desired IR devices with appropriate operating wavelengths in the MWIR region utilizing In(GaAl)Sb quantum dots embedded in an InAs matrix grown by MBE. The QDs exhibit spatially indirect interband transitions in a type-II broken bandgap alignment, with a transition energy that can be tuned by bandgap and strain engineering utilizing either the quantum dot size or the incorporation of Ga or (GaAl) into the QDs. Furthermore, the growth of such QDs does not require sophisticated epitaxial designs needed for superlattices or quantum cascade structures regarding large numbers of alternating layers and very exact interfaces. The QD structures are expected to exhibit key advantages for IR devices e.g. higher operating temperature, lower power consumption, size, weight, and cost. The structural and composition properties of designed and grown In(GaAl)Sb QDs were characterized using AFM, SEM, TEM, and XRD. The corresponding optical properties, both in terms of absorption and emission, were analyzed and compared for selected QD samples before and after annealing at 650 °C.

  • 118.
    Willa, K.
    et al.
    Argonne National Laboratory, Argonne, Illinois, USA.
    Diao, Zhu
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab. Stockholm University, Stockholm, Sweden.
    Campanini, D.
    Stockholm University, Stockholm, Sweden.
    Welp, U.
    Argonne National Laboratory, Argonne, Illinois, USA.
    Divan, R.
    Argonne National Laboratory, Argonne, Illinois, USA.
    Hudl, M.
    Stockholm University, Stockholm, Sweden.
    Islam, Z.
    Argonne National Laboratory, Argonne, Illinois, USA.
    Kwok, W.-K.
    Argonne National Laboratory, Argonne, Illinois, USA.
    Rydh, A.
    Stockholm University, Stockholm, Sweden.
    Nanocalorimeter platform for in situ specific heat measurements and x-ray diffraction at low temperature2017In: Review of Scientific Instruments, ISSN 0034-6748, E-ISSN 1089-7623, Vol. 88, no 12, article id 125108Article in journal (Refereed)
    Abstract [en]

    Recent advances in electronics and nanofabrication have enabled membrane-based nanocalorimetry for measurements of the specific heat of microgram-sized samples. We have integrated a nanocalorimeter platform into a 4.5 T split-pair vertical-field magnet to allow for the simultaneous measurement of the specific heat and x-ray scattering in magnetic fields and at temperatures as low as 4 K. This multi-modal approach empowers researchers to directly correlate scattering experiments with insights from thermodynamic properties including structural, electronic, orbital, and magnetic phase transitions. The use of a nanocalorimeter sample platform enables numerous technical advantages: precise measurement and control of the sample temperature, quantification of beam heating effects, fast and precise positioning of the sample in the x-ray beam, and fast acquisition of x-ray scans over a wide temperature range without the need for time-consuming re-centering and re-alignment. Furthermore, on an YBa2Cu3O7−δ crystal and a copper foil, we demonstrate a novel approach to x-ray absorption spectroscopy by monitoring the change in sample temperature as a function of incident photon energy. Finally, we illustrate the new insights that can be gained from in situ structural and thermodynamic measurements by investigating the superheated state occurring at the first-order magneto-elastic phase transition of Fe2P, a material that is of interest for magnetocaloric applications. © 2017 Author(s).

  • 119.
    Willander, Magnus
    et al.
    Linköping University, Linköping, Sweden.
    Pettersson, Håkan
    Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Preface2017In: International Journal of High Speed Electronics and Systems, ISSN 0129-1564, Vol. 26, no 1-2, article id 1702001Article in journal (Refereed)
  • 120.
    Willander, Magnus
    et al.
    Linköping University, Linköping, Sweden.
    Pettersson, HåkanHalmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Special Issue on Scaling and Integration of High Speed Electronics and Optomechanical Systems2017Conference proceedings (editor) (Refereed)
  • 121.
    Ye, Hui
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Ellanskaya, Anastasia
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE). Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Arbitrage-free market models for interest rate options and future options: the multi-strike case2010Independent thesis Advanced level (degree of Master (One Year)), 15 credits / 22,5 HE creditsStudent thesis
    Abstract [en]

    This work mainly studies modeling and existence issues for martingale models of option markets with one stock and a collection of European call options for one fixed maturity and infinetely many strikes. In particular, we study Dupire's and Schweizer-Wissel's models, especially the latter one. These two types of models have two completely different pricing approachs, one of which is martingale approach (in Dupire's model), and other one is a market approach (in Schweizer-Wissel's model). After arguing that Dupire's model suffers from the several lacks comparing to Schweizer-Wissel's model, we extend the latter one to get the variations for the case of options on interest rate indexes and futures options. Our models are based on the newly introduced definitions of local implied volatilities and a price level proposed by Schweizer and Wissel. We get explicit expressions of option prices as functions of the local implied volatilities and the price levels in our variations of models. Afterwards, the absence of the dynamic arbitrage in the market for such models can be described in terms of the drift restrictions on the models' coefficients. Finally we demonstrate the application of such models by a simple example of an investment portfolio to show how Schweizer-Wissel's model works generally.

  • 122.
    Zhao, Yang
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Zhang, Min
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    The Ising Model on a Heavy Gravity Portfolio Applied to Default Contagion2011Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    In this paper we introduce a model of default contagion in the financail market. The structure of the companies are represented by a Heavy Gravity Portfolio, where we assume there are N sectors in the market and in each sector i, there is one big trader and ni supply companies.The supply companies in each sector are directly inuenced by the bigtrader and the big traders are also pairwise interacting with each other.This development of the Ising model is called Heavy gravity portfolioand according to this, the relation between expectation and correlationof the default of companies are derived by means of simulations utilisingthe Gibbs sampler. Finally methods for maximum likelihood estimationand for a likelihood ratio test of the interaction parameter in the modelare derived.

  • 123.
    Zhelezov, Dmitry
    et al.
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Yamshchikov, Ivan
    Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
    Liquidity and optimal consumption with random income2011Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    In the first part of our work we focus on the model of the optimal consumption with a random income. We provide the three dimensional equation for this model, demonstrate the reduction to the two dimensional case and provide for two different utility functions the full point-symmetries' analysis of the equations. We also demonstrate that for the logarithmic utility there exists a unique and smooth viscosity solution the existence of which as far as we know was never demonstrated before.

    In the second part of our work we develop the concept of the empirical liquidity measure. We provide the retrospective view of the works on this issue, discuss the proposed definitions and develop our own empirical measure based on the intuitive mathematical model and comprising several features of the definitions that existed before. Then we verify the measure provided on the real data from the market and demonstrate the advantages of the proposed value for measuring the illiquidity.

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