Search for dissertations about: "monte carlo option"
Showing result 1 - 5 of 29 swedish dissertations containing the words monte carlo option.
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1. Semi-Markov Models for Insurance and Option Rewards
Abstract : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. READ MORE
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2. Numerical analysis for random processes and fields and related design problems
Abstract : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. READ MORE
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3. From Monte Carlo PET Simulations to Reconstructed Images : Modelling and Optimisation for 68Ga Theragnostics
Abstract : In nuclear medicine, radiopharmaceuticals can be administered for both diagnostic and therapeutic purposes. In recent years, there has been an increasing interest in theragnostics, a strategy that combines both diagnosis and therapy. READ MORE
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4. Convergence of Option Rewards
Abstract : This thesis consists of an introduction and five articles devoted to optimal stopping problems of American type options. In article A, we get general convergence results for the American option rewards for multivariate Markov price processes. These results are used to prove convergence of tree approximations presented in papers A, B, C and E. READ MORE
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5. Accurate Finite Difference Methods for Option Pricing
Abstract : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. READ MORE