Sökning: "game options"

Visar resultat 1 - 5 av 16 avhandlingar innehållade orden game options.

1. 1. Impartial Games and Recursive Functions

   Författare :Urban Larsson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Algorithmically undecidable; Beatty sequences; Blocking maneuver; Cellular automaton; Comply maneuver; Complementary sequences; Dictionary process; Dual game; Game complexity; Game convergence; Game reflexivity; Heap game; Impartial game; Invariant subtraction game; Move-size dynamic; Nim; P-equivalence; Rule 110; Splitting sequences; *-operator; Subtraction game; Take-away game; Turing complete; Wythoff Nim; Turing complete;

   Sammanfattning : Interest in 2-player impartial games often concerns the famous theory of Sprague-Grundy. In this thesis we study other aspects, bridging some gaps between combinatorial number theory, computer science and combinatorial games. LÄS MER

3. 2. 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

4. 3. Sequences and games generalizing the combinatorial game of Wythoff Nim

   Författare :Urban Larsson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Blocking manoeuvre; Beatty sequence; Combinatorial game; Complementary sequences; Impartial game; Interspersion array; Muller twist; Nim; Permutation of the natural numbers; Stolarsky array; Wythoff Nim; Beatty sequence;

   Sammanfattning : One single Queen is placed on an arbitrary starting position of a (large) Chess board. Two players alternate in moving the Queen as in a game of Chess but with the restriction that the $L^1$ distance to the lower left corner, position $(0,0)$, must decrease. The player who moves there wins. Let $\phi =\frac{1+\sqrt{5}}{2}$, the golden ratio. LÄS MER

5. 4. Valuation and Optimal Strategies in Markets Experiencing Shocks

   Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
   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

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

   Författare :Jens Martin Svendsen; Pierre Guillet de Monthoux; Thomas Bay; Alf Rehn; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; description; situation; loyalty; customer; employee; marketing practice; action; recommendation; game; language; meaning; consciousness; pragmatism; Business studies; Företagsekonomi; företagsekonomi; Business Administration;

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