Search for dissertations about: "Luis H. R. Alvarez E."

Found 1 swedish dissertation containing the words Luis H. R. Alvarez E..

2. 1. Optimal timing decisions in financial markets

   Author : Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; optimal stopping; American options; optimal stopping games; incomplete information; Mathematics; Matematik;

   Abstract : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. READ MORE