Search for dissertations about: "mathematical loan portfolio"
Found 1 swedish dissertation containing the words mathematical loan portfolio.

1. Optimal Stopping and Model Robustness in Mathematical Finance
University dissertation from Uppsala : UniversitetsbiblioteketAbstract : 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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