Johannes Kepler University of Linz

About: Johannes Kepler University of Linz is a education organization based out in Linz, Oberösterreich, Austria. It is known for research contribution in the topics: Computer science & Thin film. The organization has 6605 authors who have published 19243 publications receiving 385667 citations.

Revisiting the Concept of Practice: Toward an Argumentative Understanding of Practicing

Abstract: In recent years, the topic of organizational practices has come to the fore in organization studies. A practice perspective is meant to provide a new method for studying organizations beyond the fo...

Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates

Abstract: This paper investigates the stable identification of local volatility surfaces σ(S, t) in the Black–Scholes/Dupire equation from market prices of European Vanilla options. Based on the properties of the parameter-to-solution mapping, which assigns option prices to given volatilities, we show stability and convergence of approximations gained by Tikhonov regularization. In the case of a known term-structure of the volatility surface, in particular, if the volatility is assumed to be constant in time, we prove convergence rates under simple smoothness and decay conditions on the true volatility. The convergence rate analysis sheds light onto the importance of an appropriate a priori guess for the unknown volatility and the nature of the ill-posedness of the inverse problem, caused by smoothing properties and the nonlinearity of the direct problem. Finally, the theoretical results are illustrated by numerical experiments.

Non-invasive respiratory movement detection and monitoring of hidden humans using ultra wideband pulse radar

Abstract: In this paper a novel method for vital parameter detection using an ultra wideband (UWB) pulse radar is presented. By using sub-nanosecond pulses the displacement of a human chest due to respiratory movement can be detected very accurately. Because of the very broadband behavior of the transmit signal the presented system is also capable of penetrating materials like walls. For signal processing we use the continuous wavelet transform (CWT) with a special background subtraction method. This allows a detection of respiration up to a distance of 5 meters and also behind walls. The radar test set-up with the used components and the applied signal processing on real measurement data are presented.