Sökning: "Russian options"

Hittade 3 avhandlingar innehållade orden Russian options.

1. 1. Selected Problems in Financial Mathematics

   Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
   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; Mathematical analysis; 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

3. 2. Properties of American and Russian options

   Författare :Erik Ekström; Uppsala universitet; []
   Nyckelord :;

   Sammanfattning : .... LÄS MER

4. 3. Spatial Analysis and Modeling for Health Applications

   Författare :Lars Skog; Yifang Ban; Matthew Smallman-Raynor; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sweden; spatial analysis; spatial modeling; spatio-temporal spread; epidemiology; pandemic; walkability; health; Russian influenza; Asian influenza; A H1N1 pdm09; GWM; climate factors;

   Sammanfattning : Despite the benefits of applying methods of geographic information science (GIScience), the use of such methods in health service planning and provision remains greatly underutilized. Spread of epidemic diseases is a constant threat to mankind and the globalization of the world increases the risk for global attacks from multi-resistant bacteria or deadly virus strains. LÄS MER