Search for dissertations about: "Russian options"
Found 3 swedish dissertations containing the words Russian options.
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1. Selected Problems in Financial Mathematics
Abstract : 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. READ MORE
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2. Properties of American and Russian options
Abstract : .... READ MORE
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3. Spatial Analysis and Modeling for Health Applications
Abstract : Despite the benefits of applying methods of geographic information science (GIScience), the use of such methods in health service planning and provision remains greatly underutilized. Spread of epidemic diseases is a constant threat to mankind and the globalization of the world increases the risk for global attacks from multi-resistant bacteria or deadly virus strains. READ MORE