Sökning: "game options"

Visar resultat 1 - 5 av 12 avhandlingar innehållade orden game options.

  1. 1. Selected Problems in Financial Mathematics

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Erik Ekström; Uppsala universitet.; [2004]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; MATHEMATICS Algebra; geometry and mathematical analysis Mathematical analysis; MATEMATIK Algebra; geometri och analys Analys;

    Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER

  2. 2. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Detta är en avhandling från Uppsala : Department of Mathematics

    Författare :Hannah Dyrssen; Uppsala universitet.; Uppsala universitet.; [2017]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER

  3. 3. Gör som jag säger! igen och igen om lojalitet och lek i marknadsföringen: en beskrivning av legitimeringssystematik

    Detta är en avhandling från Stockholm : Företagsekonomiska institutionen, Stockholms universitet

    Författare :Jens Martin Svendsen; Stockholms universitet.; [2010]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; description; situation; loyalty; customer; employee; marketing practice; action; recommendation; game; language; meaning; consciousness; pragmatism; SOCIAL SCIENCES Business and economics Business studies; SAMHÄLLSVETENSKAP Ekonomi Företagsekonomi; Business Administration; företagsekonomi;

    Sammanfattning : Marknadsföring bildar ett system av kompetenser baserade på kunskap om förfarande. Beroende på hur förfarandet är beskrivet så faller kunskapen ut. LÄS MER

  4. 4. Strategy games; on survival and reproduction

    Detta är en avhandling från Department of Ecology, Lund University

    Författare :Helen Olofsson; Lunds universitet.; Lund University.; [2005]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Ekologi; Ecology; evolution of sexual reproduction; dormancy; game theory; migration; bet-hedging; Life history theory;

    Sammanfattning : Classical evolutionary life history concerns questions such as optimal timing of maturation, life span and number of offspring. These questions have mostly been studied theoretically under the assumption that the environment is stable and without taking into account frequency and density dependence. LÄS MER

  5. 5. Information and Default Risk in Financial Valuation

    Detta är en avhandling från Uppsala : Department of Mathematics, Uppsala University

    Författare :Marta Leniec; Uppsala universitet.; [2016]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Sammanfattning : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. LÄS MER