Sökning: "game options"

Visar resultat 6 - 10 av 16 avhandlingar innehållade orden game options.

  1. 6. Strategy games; on survival and reproduction

    Författare :Helen Olofsson; Biologiska institutionen; []
    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

  3. 7. Information and Default Risk in Financial Valuation

    Författare :Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    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

  4. 8. Optimal Stopping and Model Robustness in Mathematical Finance

    Författare :Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER

  5. 9. Numerical methods for the calibration problem in finance and mean field game equations

    Författare :Love Lindholm; Anders Szepessy; Lina von Sydow; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. LÄS MER

  7. 10. Strategic Design of Multi-Actor Nascent Energy and Industrial Infrastructure Networks under Uncertainty

    Författare :Yeshambel Melese; Paulien Herder; Rob Stikkelman; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Infrastructure networks, such as gas transmission and distribution pipelines, electricity transmission and distribution cables, district heating networks and carbon capture and storage pipeline networks are vital infrastructures that form the backbone of our energy system. They transport commodities (i.e. LÄS MER