Search for dissertations about: "barrier option"
Showing result 1 - 5 of 24 swedish dissertations containing the words barrier option.
-
1. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction
Abstract : In this thesis we develop an adaptive finite element method for pricing of several path-dependent options including barrier options, lookback options, and Asian options. The options are priced using the Black-Scholes PDE-model, and the resulting PDE:s are of parabolic type in one spatial dimension with different boundary conditions and jump conditions at monitoring dates. READ MORE
-
2. On the pricing equations of some path-dependent options
Abstract : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. READ MORE
-
3. 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
-
4. Studies of barrier function in patients with ulcerative colitis and pouchitis
Abstract : Background and aim: The cause of ulcerative colitis (UC) is largely unknown. However, there is a presumed genetic component to susceptibility and altered intestinal barrier function has been implicated in the pathophysiology of ulcerative colitis. READ MORE
-
5. Congenital Recessive Ichthyosis : Studies of Gene Expressions Related to Keratinocyte Differentiation and Skin Barrier Repair
Abstract : Autosomal recessive congenital ichthyosis (ARCI) is a rare monogenetic disorder characterized by a defective skin barrier, hyperkeratosis, and dry, scaly skin. It affects keratinocyte differentiation and is caused by mutations in any of at least 12 genes believed to control the formation of ω-O-acylceramide and the corneocyte lipid envelope (CLE): ABCA12, ALOXE3, ALOX12B, CERS3, CYP4F22, ELOVL4, LIPN, NIPAL4, PNPLA1, SDR9C7, SLC27A4, and TGM1. READ MORE