Search for dissertations about: "game options"
Showing result 1 - 5 of 15 swedish dissertations containing the words game options.
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1. Impartial Games and Recursive Functions
Abstract : Interest in 2-player impartial games often concerns the famous theory of Sprague-Grundy. In this thesis we study other aspects, bridging some gaps between combinatorial number theory, computer science and combinatorial games. READ MORE
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2. 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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3. Sequences and games generalizing the combinatorial game of Wythoff Nim
Abstract : One single Queen is placed on an arbitrary starting position of a (large) Chess board. Two players alternate in moving the Queen as in a game of Chess but with the restriction that the $L^1$ distance to the lower left corner, position $(0,0)$, must decrease. The player who moves there wins. Let $\phi =\frac{1+\sqrt{5}}{2}$, the golden ratio. READ MORE
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4. Valuation and Optimal Strategies in Markets Experiencing Shocks
Abstract : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. READ MORE
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5. Strategy games; on survival and reproduction
Abstract : Classical evolutionary life history concerns questions such as optimal timing of maturation, life span and number of offspring. These questions have mostly been studied theoretically under the assumption that the environment is stable and without taking into account frequency and density dependence. READ MORE