Haku
Viitteet 1-9 / 9
Exit times for some processes with normally distributed noise
(Åbo Akademi - Åbo Akademi University, 2014-10-31)
Denna avhandling handlar om metoder för att hitta begränsningar för det asymptotiska beteendet hos en förväntad uthoppstid från ett område omkring en xpunkt för processer som har normalfördelad störning. I huvudsak behandlas ...
GAMS MINLP Solver comparisons and some improvements to the AlphaECP algorithm
(Åbo Akademi - Åbo Akademi University, 2011-12-2)
Excessive functions, Appell polynomials and optimal stopping
(Åbo Akademi - Åbo Akademi University, 2014-05-15)
The main topic of the thesis is optimal stopping. This is treated in two
research articles. In the first article we introduce a new approach to optimal stopping of general strong Markov processes. The approach is based ...
Economic capital allocation
(Åbo Akademi - Åbo Akademi University, 2016-03-04)
For my Licentiate thesis, I conducted research on risk measures. Continuing with this research, I now focus on capital allocation. In the proportional capital allocation principle, the choice of risk measure plays a very ...
The knapsack problem approach in solving partial hedging problems of options
(Åbo Akademis förlag - Åbo Akademi University Press, 2012-08-31)
This thesis introduces a new approach for studying the problem of optimal
partial hedging of both European and American options in a nite and
complete discrete-time market model. We show how certain partial hedging
problems, ...
Towards input/output-free modelling of linear infinite-dimensional systems in continuous time
(Åbo Akademi - Åbo Akademi University, 2010-05-21)
On the use of convex underestimators in global optimization
(Åbo Akademi - Åbo Akademi University, 2014-04-10)
Fuzzy real option analysis in patent related decision making and patent valuation
(Åbo Akademi - Åbo Akademi University, 2015-06-12)
The shift towards a knowledge-based economy has inevitably prompted the evolution of patent exploitation. Nowadays, patent is more than just a prevention tool for a company to block its competitors from developing rival ...
Weighted Composition and Volterra Operators on Banach Spaces of Analytic Functions : Compactness and Spectral Properties
(Åbo Akademi - Åbo Akademi University, 2018-12-14)