Sökning: "Hannah dyrssen"
Hittade 2 avhandlingar innehållade orden Hannah dyrssen.
1. Option Pricing in Jump-to-Default Models
Sammanfattning : .... LÄS MER
2. Valuation and Optimal Strategies in Markets Experiencing Shocks
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
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