Search for dissertations about: "Pricing strategy"
Showing result 11 - 15 of 35 swedish dissertations containing the words Pricing strategy.
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11. Optimal Stopping and Model Robustness in Mathematical Finance
Abstract : 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. READ MORE
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12. Essays on Financial Markets
Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE
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13. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market
Abstract : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. READ MORE
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14. On the Snell envelope approach to optimal switching and pricing Bermudan options
Abstract : This thesis consists of two papers related to systems of Snell envelopes. The first paper uses a system of Snell envelopes to formulate the problem of two-modes optimal switching for the full balance sheet in finite horizon. READ MORE
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15. Essays on Climate Change and Forest Management
Abstract : Paper I analyses the exhaustion of oil resources, and the transition to a backstop technology as a strategic game between two blocks: the consumers and producers of oil which we simply refer to as “OPEC” and “OECD”. The OECD has two instruments: it can tax fuel consumption and decide when to switch to the carbon neutral backstop technology. READ MORE