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You searched for subject:(Differential Pricing). Showing records 1 – 30 of 34 total matches.

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Penn State University

1. Liang, Chao. Approximate solution to second order parabolic equations, with application to financial modeling.

Degree: 2014, Penn State University

 In this dissertation, we consider second order parabolic equations with variable coefficients. We derive the closed-form approximations to the associated fundamental solution, as well as… (more)

Subjects/Keywords: Partial Differential Equations; Financial Modeling; Option Pricing; Approximate Solutions; Symbolic Computation

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APA (6th Edition):

Liang, C. (2014). Approximate solution to second order parabolic equations, with application to financial modeling. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/22656

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liang, Chao. “Approximate solution to second order parabolic equations, with application to financial modeling.” 2014. Thesis, Penn State University. Accessed January 18, 2021. https://submit-etda.libraries.psu.edu/catalog/22656.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liang, Chao. “Approximate solution to second order parabolic equations, with application to financial modeling.” 2014. Web. 18 Jan 2021.

Vancouver:

Liang C. Approximate solution to second order parabolic equations, with application to financial modeling. [Internet] [Thesis]. Penn State University; 2014. [cited 2021 Jan 18]. Available from: https://submit-etda.libraries.psu.edu/catalog/22656.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liang C. Approximate solution to second order parabolic equations, with application to financial modeling. [Thesis]. Penn State University; 2014. Available from: https://submit-etda.libraries.psu.edu/catalog/22656

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Penn State University

2. Rigdon, Matthew Alden. Dynamic Pricing in an Urban Freight Environment .

Degree: 2008, Penn State University

 This thesis proposes a dynamic, game-theoretic model of dynamic pricing in an urban freight environment with three distinct agent types: sellers, transporters and receivers. The… (more)

Subjects/Keywords: dynamic pricing; differential games; urban freight

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APA (6th Edition):

Rigdon, M. A. (2008). Dynamic Pricing in an Urban Freight Environment . (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/8385

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rigdon, Matthew Alden. “Dynamic Pricing in an Urban Freight Environment .” 2008. Thesis, Penn State University. Accessed January 18, 2021. https://submit-etda.libraries.psu.edu/catalog/8385.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rigdon, Matthew Alden. “Dynamic Pricing in an Urban Freight Environment .” 2008. Web. 18 Jan 2021.

Vancouver:

Rigdon MA. Dynamic Pricing in an Urban Freight Environment . [Internet] [Thesis]. Penn State University; 2008. [cited 2021 Jan 18]. Available from: https://submit-etda.libraries.psu.edu/catalog/8385.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rigdon MA. Dynamic Pricing in an Urban Freight Environment . [Thesis]. Penn State University; 2008. Available from: https://submit-etda.libraries.psu.edu/catalog/8385

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Penn State University

3. Meimand Kermani, Amir Hossein. DIFFERENTIAL STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC PRICING, PRODUCTION PLANNING NETWORK DESIGN, AND LOGISTICS.

Degree: 2013, Penn State University

 Recently, Stackelberg games have been employed by many economists who use game theory concepts to solve dynamic competitive service sector problems such as dynamic pricing,… (more)

Subjects/Keywords: DYNAMIC GAMES; STACKELBERG GAMES; DIFFERENTIAL GAMES; DYNAMIC PRICING; PRODUCTION PLANNING NETWORK DESIGN; LOGISTICS

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APA (6th Edition):

Meimand Kermani, A. H. (2013). DIFFERENTIAL STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC PRICING, PRODUCTION PLANNING NETWORK DESIGN, AND LOGISTICS. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/18978

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Meimand Kermani, Amir Hossein. “DIFFERENTIAL STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC PRICING, PRODUCTION PLANNING NETWORK DESIGN, AND LOGISTICS.” 2013. Thesis, Penn State University. Accessed January 18, 2021. https://submit-etda.libraries.psu.edu/catalog/18978.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Meimand Kermani, Amir Hossein. “DIFFERENTIAL STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC PRICING, PRODUCTION PLANNING NETWORK DESIGN, AND LOGISTICS.” 2013. Web. 18 Jan 2021.

Vancouver:

Meimand Kermani AH. DIFFERENTIAL STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC PRICING, PRODUCTION PLANNING NETWORK DESIGN, AND LOGISTICS. [Internet] [Thesis]. Penn State University; 2013. [cited 2021 Jan 18]. Available from: https://submit-etda.libraries.psu.edu/catalog/18978.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Meimand Kermani AH. DIFFERENTIAL STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC PRICING, PRODUCTION PLANNING NETWORK DESIGN, AND LOGISTICS. [Thesis]. Penn State University; 2013. Available from: https://submit-etda.libraries.psu.edu/catalog/18978

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Washington

4. Barger, Weston David. A Partial Differential Equation Approach to Three Problems in Finance: Barrier Option Pricing, Optimal Asset Liquidation and Insider Trading.

Degree: PhD, 2020, University of Washington

 We examine three problems in mathematical finance. These problems broadly fall under the sub-disciplines of contract pricing and optimal execution of orders on an exchange… (more)

Subjects/Keywords: Filtering; Option Pricing; Partial Differential Equations; Stochastic Control; Applied mathematics; Applied mathematics

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APA (6th Edition):

Barger, W. D. (2020). A Partial Differential Equation Approach to Three Problems in Finance: Barrier Option Pricing, Optimal Asset Liquidation and Insider Trading. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/45103

Chicago Manual of Style (16th Edition):

Barger, Weston David. “A Partial Differential Equation Approach to Three Problems in Finance: Barrier Option Pricing, Optimal Asset Liquidation and Insider Trading.” 2020. Doctoral Dissertation, University of Washington. Accessed January 18, 2021. http://hdl.handle.net/1773/45103.

MLA Handbook (7th Edition):

Barger, Weston David. “A Partial Differential Equation Approach to Three Problems in Finance: Barrier Option Pricing, Optimal Asset Liquidation and Insider Trading.” 2020. Web. 18 Jan 2021.

Vancouver:

Barger WD. A Partial Differential Equation Approach to Three Problems in Finance: Barrier Option Pricing, Optimal Asset Liquidation and Insider Trading. [Internet] [Doctoral dissertation]. University of Washington; 2020. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/1773/45103.

Council of Science Editors:

Barger WD. A Partial Differential Equation Approach to Three Problems in Finance: Barrier Option Pricing, Optimal Asset Liquidation and Insider Trading. [Doctoral Dissertation]. University of Washington; 2020. Available from: http://hdl.handle.net/1773/45103


University of Kansas

5. Wang, Peixin. Application of stochastic differential equations to option pricing.

Degree: MA, Mathematics, 2016, University of Kansas

 The financial world is a world of random things and unpredictable events. Along with the innovative development of diversity and complexity in modern financial market,… (more)

Subjects/Keywords: Mathematics; Applied mathematics; Black-Scholes model; BSDE; Mathematica; optimal cotrol; option pricing; stochastic differential equation

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APA (6th Edition):

Wang, P. (2016). Application of stochastic differential equations to option pricing. (Masters Thesis). University of Kansas. Retrieved from http://hdl.handle.net/1808/21914

Chicago Manual of Style (16th Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Masters Thesis, University of Kansas. Accessed January 18, 2021. http://hdl.handle.net/1808/21914.

MLA Handbook (7th Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Web. 18 Jan 2021.

Vancouver:

Wang P. Application of stochastic differential equations to option pricing. [Internet] [Masters thesis]. University of Kansas; 2016. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/1808/21914.

Council of Science Editors:

Wang P. Application of stochastic differential equations to option pricing. [Masters Thesis]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21914

6. Pang, Weijie. In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives.

Degree: PhD, 2019, Worcester Polytechnic Institute

  Before the 2008 financial crisis, most research in financial mathematics focused on the risk management and the pricing of options without considering effects of… (more)

Subjects/Keywords: arbitrage pricing; backward stochastic differential equations; contagion; Eisenberg–Noe clearing vector; financial crisis; interbank networks; option pricing; sensitivity analysis; systemic risk; value adjustments

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APA (6th Edition):

Pang, W. (2019). In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives. (Doctoral Dissertation). Worcester Polytechnic Institute. Retrieved from etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519

Chicago Manual of Style (16th Edition):

Pang, Weijie. “In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives.” 2019. Doctoral Dissertation, Worcester Polytechnic Institute. Accessed January 18, 2021. etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519.

MLA Handbook (7th Edition):

Pang, Weijie. “In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives.” 2019. Web. 18 Jan 2021.

Vancouver:

Pang W. In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives. [Internet] [Doctoral dissertation]. Worcester Polytechnic Institute; 2019. [cited 2021 Jan 18]. Available from: etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519.

Council of Science Editors:

Pang W. In the Wake of the Financial Crisis - Regulators’ and Investors’ Perspectives. [Doctoral Dissertation]. Worcester Polytechnic Institute; 2019. Available from: etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519


Penn State University

7. Kwon, Changhyun. Dynamic Pricing, Competition and Uncertainty .

Degree: 2008, Penn State University

 In this thesis, we study various dynamic pricing problems in the form of infinite-dimensional mathematical programming, i.e., optimal control problems and differential variational inequalities (DVIs),… (more)

Subjects/Keywords: differential games; robust optimal control; dynamic pricing

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APA (6th Edition):

Kwon, C. (2008). Dynamic Pricing, Competition and Uncertainty . (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/8913

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kwon, Changhyun. “Dynamic Pricing, Competition and Uncertainty .” 2008. Thesis, Penn State University. Accessed January 18, 2021. https://submit-etda.libraries.psu.edu/catalog/8913.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kwon, Changhyun. “Dynamic Pricing, Competition and Uncertainty .” 2008. Web. 18 Jan 2021.

Vancouver:

Kwon C. Dynamic Pricing, Competition and Uncertainty . [Internet] [Thesis]. Penn State University; 2008. [cited 2021 Jan 18]. Available from: https://submit-etda.libraries.psu.edu/catalog/8913.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kwon C. Dynamic Pricing, Competition and Uncertainty . [Thesis]. Penn State University; 2008. Available from: https://submit-etda.libraries.psu.edu/catalog/8913

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Penn State University

8. Wei, Deling. Models of Noncooperative Games.

Degree: 2013, Penn State University

 This thesis is divided into three parts. In the first part, motivated by Stackelberg differential games, we consider a ``nonclassical" control system where the dynamics… (more)

Subjects/Keywords: differential game; Nash or Stackelberg equilibrium feedback solution; optimal pricing strategy; bidding game; limit order book

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wei, D. (2013). Models of Noncooperative Games. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/19866

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wei, Deling. “Models of Noncooperative Games.” 2013. Thesis, Penn State University. Accessed January 18, 2021. https://submit-etda.libraries.psu.edu/catalog/19866.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wei, Deling. “Models of Noncooperative Games.” 2013. Web. 18 Jan 2021.

Vancouver:

Wei D. Models of Noncooperative Games. [Internet] [Thesis]. Penn State University; 2013. [cited 2021 Jan 18]. Available from: https://submit-etda.libraries.psu.edu/catalog/19866.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wei D. Models of Noncooperative Games. [Thesis]. Penn State University; 2013. Available from: https://submit-etda.libraries.psu.edu/catalog/19866

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


York University

9. Sorokin, Yegor. Pricing and Hedging Options in Discrete Time with Liquidity Risk.

Degree: PhD, Mathematics & Statistics, 2015, York University

 Different derivative securities, including European options, are very popular and widely used in forms of exchange-traded instruments or over-the-counter products. For practical purposes the European… (more)

Subjects/Keywords: Applied mathematics; Partial differential equation; Liquidity risk; Option hedging; Option pricing; Mathematical finance; Local risk-minimization; Delta hedging; Martingale

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sorokin, Y. (2015). Pricing and Hedging Options in Discrete Time with Liquidity Risk. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/28230

Chicago Manual of Style (16th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Doctoral Dissertation, York University. Accessed January 18, 2021. http://hdl.handle.net/10315/28230.

MLA Handbook (7th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Web. 18 Jan 2021.

Vancouver:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Internet] [Doctoral dissertation]. York University; 2015. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10315/28230.

Council of Science Editors:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Doctoral Dissertation]. York University; 2015. Available from: http://hdl.handle.net/10315/28230


University of Technology, Sydney

10. Li, K. Asset price dynamics with heterogeneous beliefs and time delays.

Degree: 2014, University of Technology, Sydney

 With growing populations, the size of economies, and technological innovations, financial markets are increasingly becoming larger, more diverse, complicated, and volatile. Shocks from one market… (more)

Subjects/Keywords: Heterogeneous beliefs.; Bounded rationality.; Market stability.; Portfolio choice.; Stochastic delay differential equations.; Capital assets.; Spillover effect.; Pricing.

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APA (6th Edition):

Li, K. (2014). Asset price dynamics with heterogeneous beliefs and time delays. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/28055

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, K. “Asset price dynamics with heterogeneous beliefs and time delays.” 2014. Thesis, University of Technology, Sydney. Accessed January 18, 2021. http://hdl.handle.net/10453/28055.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, K. “Asset price dynamics with heterogeneous beliefs and time delays.” 2014. Web. 18 Jan 2021.

Vancouver:

Li K. Asset price dynamics with heterogeneous beliefs and time delays. [Internet] [Thesis]. University of Technology, Sydney; 2014. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10453/28055.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li K. Asset price dynamics with heterogeneous beliefs and time delays. [Thesis]. University of Technology, Sydney; 2014. Available from: http://hdl.handle.net/10453/28055

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Holbeck, Michael. Funding of Higher Education: Variations in State Funding, Impacts of State Funding on Differential Tuition, and Variables Impacting Differential Tuition.

Degree: PhD, Sociology and Rural Studies, 2017, South Dakota State University

  Public higher education in the United States has seen many changes since the Morrill Act of 1862. Specifically, the funding of higher education has… (more)

Subjects/Keywords: differential tuition; higher education funding; higher education pricing; state support of higher education; Educational Sociology; Education Economics

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APA (6th Edition):

Holbeck, M. (2017). Funding of Higher Education: Variations in State Funding, Impacts of State Funding on Differential Tuition, and Variables Impacting Differential Tuition. (Doctoral Dissertation). South Dakota State University. Retrieved from https://openprairie.sdstate.edu/etd/1192

Chicago Manual of Style (16th Edition):

Holbeck, Michael. “Funding of Higher Education: Variations in State Funding, Impacts of State Funding on Differential Tuition, and Variables Impacting Differential Tuition.” 2017. Doctoral Dissertation, South Dakota State University. Accessed January 18, 2021. https://openprairie.sdstate.edu/etd/1192.

MLA Handbook (7th Edition):

Holbeck, Michael. “Funding of Higher Education: Variations in State Funding, Impacts of State Funding on Differential Tuition, and Variables Impacting Differential Tuition.” 2017. Web. 18 Jan 2021.

Vancouver:

Holbeck M. Funding of Higher Education: Variations in State Funding, Impacts of State Funding on Differential Tuition, and Variables Impacting Differential Tuition. [Internet] [Doctoral dissertation]. South Dakota State University; 2017. [cited 2021 Jan 18]. Available from: https://openprairie.sdstate.edu/etd/1192.

Council of Science Editors:

Holbeck M. Funding of Higher Education: Variations in State Funding, Impacts of State Funding on Differential Tuition, and Variables Impacting Differential Tuition. [Doctoral Dissertation]. South Dakota State University; 2017. Available from: https://openprairie.sdstate.edu/etd/1192


University of Oxford

12. Schwarz, Daniel Christopher. Price modelling and asset valuation in carbon emission and electricity markets.

Degree: PhD, 2012, University of Oxford

 This thesis is concerned with the mathematical analysis of electricity and carbon emission markets. We introduce a novel, versatile and tractable stochastic framework for the… (more)

Subjects/Keywords: 333.793; Mathematics; Mathematical finance; Probability theory and stochastic processes; Derivative Pricing; Emission Market; Electricity; Forward-Backward Stochastic Differential Equation; Non-linear Partial Differential Equation; Commodity Market

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APA (6th Edition):

Schwarz, D. C. (2012). Price modelling and asset valuation in carbon emission and electricity markets. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012

Chicago Manual of Style (16th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Doctoral Dissertation, University of Oxford. Accessed January 18, 2021. http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

MLA Handbook (7th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Web. 18 Jan 2021.

Vancouver:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2021 Jan 18]. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

Council of Science Editors:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Doctoral Dissertation]. University of Oxford; 2012. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012


North Carolina State University

13. Wan, Wei. Dynamic Game Theoretic Models in Marketing and Finance.

Degree: PhD, Operations Research, 2008, North Carolina State University

Subjects/Keywords: Marketing Competition; Numerical Solution; Boundary Value Problem; Differential Game; Pricing Option; Leader-Follower Differential Game; Cooperative Differential Game; Evolutionary Computation; Stochastic Differential Game

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APA (6th Edition):

Wan, W. (2008). Dynamic Game Theoretic Models in Marketing and Finance. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/5820

Chicago Manual of Style (16th Edition):

Wan, Wei. “Dynamic Game Theoretic Models in Marketing and Finance.” 2008. Doctoral Dissertation, North Carolina State University. Accessed January 18, 2021. http://www.lib.ncsu.edu/resolver/1840.16/5820.

MLA Handbook (7th Edition):

Wan, Wei. “Dynamic Game Theoretic Models in Marketing and Finance.” 2008. Web. 18 Jan 2021.

Vancouver:

Wan W. Dynamic Game Theoretic Models in Marketing and Finance. [Internet] [Doctoral dissertation]. North Carolina State University; 2008. [cited 2021 Jan 18]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/5820.

Council of Science Editors:

Wan W. Dynamic Game Theoretic Models in Marketing and Finance. [Doctoral Dissertation]. North Carolina State University; 2008. Available from: http://www.lib.ncsu.edu/resolver/1840.16/5820


University of Waterloo

14. Clift, Simon Sivyer. Linear and Non-linear Monotone Methods for Valuing Financial Options Under Two-Factor, Jump-Diffusion Models.

Degree: 2007, University of Waterloo

 The evolution of the price of two financial assets may be modeled by correlated geometric Brownian motion with additional, independent, finite activity jumps. Similarly, the… (more)

Subjects/Keywords: financial option pricing; jump diffusion; multi-factor; partial integro-differential equation; monotone method

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APA (6th Edition):

Clift, S. S. (2007). Linear and Non-linear Monotone Methods for Valuing Financial Options Under Two-Factor, Jump-Diffusion Models. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/3385

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Clift, Simon Sivyer. “Linear and Non-linear Monotone Methods for Valuing Financial Options Under Two-Factor, Jump-Diffusion Models.” 2007. Thesis, University of Waterloo. Accessed January 18, 2021. http://hdl.handle.net/10012/3385.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Clift, Simon Sivyer. “Linear and Non-linear Monotone Methods for Valuing Financial Options Under Two-Factor, Jump-Diffusion Models.” 2007. Web. 18 Jan 2021.

Vancouver:

Clift SS. Linear and Non-linear Monotone Methods for Valuing Financial Options Under Two-Factor, Jump-Diffusion Models. [Internet] [Thesis]. University of Waterloo; 2007. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10012/3385.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Clift SS. Linear and Non-linear Monotone Methods for Valuing Financial Options Under Two-Factor, Jump-Diffusion Models. [Thesis]. University of Waterloo; 2007. Available from: http://hdl.handle.net/10012/3385

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of the Western Cape

15. Nuugulu, Samuel Megameno. Fractional Black-Scholes equations and their robust numerical simulations .

Degree: 2020, University of the Western Cape

 Conventional partial differential equations under the classical Black-Scholes approach have been extensively explored over the past few decades in solving option pricing problems. However, the… (more)

Subjects/Keywords: Computational Finance; Option Pricing; Fractal Market Hypothesis; Fractional Black-Scholes Partial Differential Equations; Front-Fixing Transformations; Free Boundary Problems; Convergence and Stability Analysis

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APA (6th Edition):

Nuugulu, S. M. (2020). Fractional Black-Scholes equations and their robust numerical simulations . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/7217

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nuugulu, Samuel Megameno. “Fractional Black-Scholes equations and their robust numerical simulations .” 2020. Thesis, University of the Western Cape. Accessed January 18, 2021. http://hdl.handle.net/11394/7217.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nuugulu, Samuel Megameno. “Fractional Black-Scholes equations and their robust numerical simulations .” 2020. Web. 18 Jan 2021.

Vancouver:

Nuugulu SM. Fractional Black-Scholes equations and their robust numerical simulations . [Internet] [Thesis]. University of the Western Cape; 2020. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/11394/7217.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nuugulu SM. Fractional Black-Scholes equations and their robust numerical simulations . [Thesis]. University of the Western Cape; 2020. Available from: http://hdl.handle.net/11394/7217

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

16. Sukhatme, Neel. Essays in Law and Economics .

Degree: PhD, 2015, Princeton University

 This collection of essays applies empirical techniques from economics to questions in law, with a focus on innovation and litigation. A common theme among these… (more)

Subjects/Keywords: differential pricing; forum shopping; innovation; law and economics; litigation; patent

…Monopoly and Dierential Pricing in the Market for Patents . . . . . 65 2.1 Introduction… …65 2.2 Regulatory Monopolies and Dierential Pricing . . . . . . . . . . . . . . . . 71… …Dierential Pricing . . . . . . . . . . . . . . . . . . 76 2.2.3.1 Prerequisites for Dierential… …Pricing . . . . . . . . . . . . . 77 2.2.3.2 Varieties of Dierential Pricing… …81 2.2.4 2.3 Dierential Pricing in Regulatory Monopolies . . . . . . . . . . . . . 83… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sukhatme, N. (2015). Essays in Law and Economics . (Doctoral Dissertation). Princeton University. Retrieved from http://arks.princeton.edu/ark:/88435/dsp01ks65hf534

Chicago Manual of Style (16th Edition):

Sukhatme, Neel. “Essays in Law and Economics .” 2015. Doctoral Dissertation, Princeton University. Accessed January 18, 2021. http://arks.princeton.edu/ark:/88435/dsp01ks65hf534.

MLA Handbook (7th Edition):

Sukhatme, Neel. “Essays in Law and Economics .” 2015. Web. 18 Jan 2021.

Vancouver:

Sukhatme N. Essays in Law and Economics . [Internet] [Doctoral dissertation]. Princeton University; 2015. [cited 2021 Jan 18]. Available from: http://arks.princeton.edu/ark:/88435/dsp01ks65hf534.

Council of Science Editors:

Sukhatme N. Essays in Law and Economics . [Doctoral Dissertation]. Princeton University; 2015. Available from: http://arks.princeton.edu/ark:/88435/dsp01ks65hf534

17. Kim, Dongshin. REITs: Dual Asset Markets and “Arbitrage”.

Degree: PhD, Real Estate, 2016, Georgia State University

  Dual asset markets are unique to real estate. When the assets are held by a real estate investment trust (REIT), properties trade in property… (more)

Subjects/Keywords: REIT; NAV; Premium to NAV; Inter-market arbitrage; Pricing differential

…14 2.2 Inter-market Pricing Differential… …commercial real estate transactions are inherently risky. The pricing differential is only an… …1 shows that the pricing differential is persistent for long periods of time before… …pricing differential across the dual asset markets. REITs represent a nontrivial component of… …REIT managers attempt to exploit the inter-market pricing differential in the property market… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kim, D. (2016). REITs: Dual Asset Markets and “Arbitrage”. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/real_estate_diss/16

Chicago Manual of Style (16th Edition):

Kim, Dongshin. “REITs: Dual Asset Markets and “Arbitrage”.” 2016. Doctoral Dissertation, Georgia State University. Accessed January 18, 2021. https://scholarworks.gsu.edu/real_estate_diss/16.

MLA Handbook (7th Edition):

Kim, Dongshin. “REITs: Dual Asset Markets and “Arbitrage”.” 2016. Web. 18 Jan 2021.

Vancouver:

Kim D. REITs: Dual Asset Markets and “Arbitrage”. [Internet] [Doctoral dissertation]. Georgia State University; 2016. [cited 2021 Jan 18]. Available from: https://scholarworks.gsu.edu/real_estate_diss/16.

Council of Science Editors:

Kim D. REITs: Dual Asset Markets and “Arbitrage”. [Doctoral Dissertation]. Georgia State University; 2016. Available from: https://scholarworks.gsu.edu/real_estate_diss/16

18. Baptiste, Julien. Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies.

Degree: Docteur es, Mathématiques, 2018, Paris Sciences et Lettres (ComUE)

Le but de cette thèse CIFRE est de construire un portefeuille de stratégies de trading algorithmique intraday. Au lieu de considérer les prix comme une… (more)

Subjects/Keywords: Pricing; Modèles de marchés financiers; Coûts de transaction; Stratégies de trading; Options européennes; Apprentissage automatique; Apprentissage supervisé; Conditions de non-arbitrage; Equations aux dérivées partielles; Modèle Binomial; Prix de sur-réplication; Trading algorithmique; Pricing; Financial market models; European options; Algorithmic Trading; Binomial tree model; Diffusion partial differential equations; Machine learning; No-arbitrage condition; Option pricing; Super-hedging prices; Supervised learning; 519

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APA (6th Edition):

Baptiste, J. (2018). Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies. (Doctoral Dissertation). Paris Sciences et Lettres (ComUE). Retrieved from http://www.theses.fr/2018PSLED009

Chicago Manual of Style (16th Edition):

Baptiste, Julien. “Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies.” 2018. Doctoral Dissertation, Paris Sciences et Lettres (ComUE). Accessed January 18, 2021. http://www.theses.fr/2018PSLED009.

MLA Handbook (7th Edition):

Baptiste, Julien. “Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies.” 2018. Web. 18 Jan 2021.

Vancouver:

Baptiste J. Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres (ComUE); 2018. [cited 2021 Jan 18]. Available from: http://www.theses.fr/2018PSLED009.

Council of Science Editors:

Baptiste J. Problèmes numériques en mathématiques financières et en stratégies de trading : Numerical problems in financial mathematics and trading strategies. [Doctoral Dissertation]. Paris Sciences et Lettres (ComUE); 2018. Available from: http://www.theses.fr/2018PSLED009

19. 柏原, 聡. Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing.

Degree: 博士(経営), Hitotsubashi University / 一橋大学

Subjects/Keywords: Backward Stochastic Differential Equation; Jump-diffusion process; Stochastic Differential Utility; Utility maximization; Utility Indifference pricing

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

柏原, . (n.d.). Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing. (Thesis). Hitotsubashi University / 一橋大学. Retrieved from http://hdl.handle.net/10086/22861

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

柏原, 聡. “Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing.” Thesis, Hitotsubashi University / 一橋大学. Accessed January 18, 2021. http://hdl.handle.net/10086/22861.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

柏原, 聡. “Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing.” Web. 18 Jan 2021.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

柏原 . Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing. [Internet] [Thesis]. Hitotsubashi University / 一橋大学; [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10086/22861.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

柏原 . Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing. [Thesis]. Hitotsubashi University / 一橋大学; Available from: http://hdl.handle.net/10086/22861

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


University of Waterloo

20. Ulku, M. Ali. ANALYSIS OF SHIPMENT CONSOLIDATION IN THE LOGISTICS SUPPLY CHAIN.

Degree: 2009, University of Waterloo

 Shipment Consolidation (SCL) is a logistics strategy that combines two or more orders or shipments so that a larger quantity can be dispatched on the… (more)

Subjects/Keywords: controlled dispatch policy; multi-item freight consolidation; differential pricing; uniform pricing; dynamic optimization; myopic optimality; stochastic process; third party logistics; discount economies; common vs. private carriage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ulku, M. A. (2009). ANALYSIS OF SHIPMENT CONSOLIDATION IN THE LOGISTICS SUPPLY CHAIN. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4562

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ulku, M Ali. “ANALYSIS OF SHIPMENT CONSOLIDATION IN THE LOGISTICS SUPPLY CHAIN.” 2009. Thesis, University of Waterloo. Accessed January 18, 2021. http://hdl.handle.net/10012/4562.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ulku, M Ali. “ANALYSIS OF SHIPMENT CONSOLIDATION IN THE LOGISTICS SUPPLY CHAIN.” 2009. Web. 18 Jan 2021.

Vancouver:

Ulku MA. ANALYSIS OF SHIPMENT CONSOLIDATION IN THE LOGISTICS SUPPLY CHAIN. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10012/4562.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ulku MA. ANALYSIS OF SHIPMENT CONSOLIDATION IN THE LOGISTICS SUPPLY CHAIN. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4562

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Kumar, Nitesh. Modeling Dependence in Data: Options Pricing and Random Walks.

Degree: Applied Mathematics, 2013, University of California – Merced

 In this thesis, we propose the Markov tree option pricing model and subject it to large-scale empirical tests against market options and equity data to… (more)

Subjects/Keywords: Applied mathematics; Statistics; Hedging; Markov Chain; Normal Mixture; Options Pricing; Random Walk; Stochastic Differential Equations

…v Modeling Dependence in Data: Options Pricing and Random Walks by Nitesh Kumar… …In this thesis, we propose the Markov tree option pricing model and subject it to large… …scale empirical tests against market options and equity data to quantify its pricing and… …the framework of arbitrage free option pricing. Next, we show how the discrete Markov tree… …it by a mixture of two normals. This derivation enables us to obtain a closed form pricing… 

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APA (6th Edition):

Kumar, N. (2013). Modeling Dependence in Data: Options Pricing and Random Walks. (Thesis). University of California – Merced. Retrieved from http://www.escholarship.org/uc/item/5h73b898

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kumar, Nitesh. “Modeling Dependence in Data: Options Pricing and Random Walks.” 2013. Thesis, University of California – Merced. Accessed January 18, 2021. http://www.escholarship.org/uc/item/5h73b898.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kumar, Nitesh. “Modeling Dependence in Data: Options Pricing and Random Walks.” 2013. Web. 18 Jan 2021.

Vancouver:

Kumar N. Modeling Dependence in Data: Options Pricing and Random Walks. [Internet] [Thesis]. University of California – Merced; 2013. [cited 2021 Jan 18]. Available from: http://www.escholarship.org/uc/item/5h73b898.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kumar N. Modeling Dependence in Data: Options Pricing and Random Walks. [Thesis]. University of California – Merced; 2013. Available from: http://www.escholarship.org/uc/item/5h73b898

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Indian Institute of Science

22. Mazumdar, Chandra Sen. Seat Allocation And Pricing in a Duopoly in The Airline Industry.

Degree: PhD, Faculty of Engineering, 2017, Indian Institute of Science

 Revenue Management (RM) is the practice of managing perishable assets by control-ling their availability and/or prices with an objective to maximize the total revenue. Seat… (more)

Subjects/Keywords: Airline Revenue Management; Duopoly Markets; Airport Passenger Overflow Management; Differential Pricing; Nash Equilibrium; Airline Industry; Airlines Rates; Airlines; Expected Marginal Seat Revenue (EMSR) Model; Game Theoretic Models; Airline Duopoly; Airlines Price; Seat Allocation; Management

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APA (6th Edition):

Mazumdar, C. S. (2017). Seat Allocation And Pricing in a Duopoly in The Airline Industry. (Doctoral Dissertation). Indian Institute of Science. Retrieved from http://etd.iisc.ac.in/handle/2005/2721

Chicago Manual of Style (16th Edition):

Mazumdar, Chandra Sen. “Seat Allocation And Pricing in a Duopoly in The Airline Industry.” 2017. Doctoral Dissertation, Indian Institute of Science. Accessed January 18, 2021. http://etd.iisc.ac.in/handle/2005/2721.

MLA Handbook (7th Edition):

Mazumdar, Chandra Sen. “Seat Allocation And Pricing in a Duopoly in The Airline Industry.” 2017. Web. 18 Jan 2021.

Vancouver:

Mazumdar CS. Seat Allocation And Pricing in a Duopoly in The Airline Industry. [Internet] [Doctoral dissertation]. Indian Institute of Science; 2017. [cited 2021 Jan 18]. Available from: http://etd.iisc.ac.in/handle/2005/2721.

Council of Science Editors:

Mazumdar CS. Seat Allocation And Pricing in a Duopoly in The Airline Industry. [Doctoral Dissertation]. Indian Institute of Science; 2017. Available from: http://etd.iisc.ac.in/handle/2005/2721

23. Naeem, Abid. Differential pricing & promotion and their effect on growth of SMEs which offer standardized services : A Case Study of Snowhite Dry Cleaners Pakistan.

Degree: Technology and Society, 2010, University of Skövde

  Problem: In bid to stay competitive in the industry, SMEs have to apply several  formal marketing techniques which will help them edge past their… (more)

Subjects/Keywords: Differential pricing; Promotion; Competitive strategy; Services marketing management; Customer value; Business growth; Marketing management.; Business and economics; Ekonomi

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APA (6th Edition):

Naeem, A. (2010). Differential pricing & promotion and their effect on growth of SMEs which offer standardized services : A Case Study of Snowhite Dry Cleaners Pakistan. (Thesis). University of Skövde. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-4229

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Naeem, Abid. “Differential pricing & promotion and their effect on growth of SMEs which offer standardized services : A Case Study of Snowhite Dry Cleaners Pakistan.” 2010. Thesis, University of Skövde. Accessed January 18, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-4229.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Naeem, Abid. “Differential pricing & promotion and their effect on growth of SMEs which offer standardized services : A Case Study of Snowhite Dry Cleaners Pakistan.” 2010. Web. 18 Jan 2021.

Vancouver:

Naeem A. Differential pricing & promotion and their effect on growth of SMEs which offer standardized services : A Case Study of Snowhite Dry Cleaners Pakistan. [Internet] [Thesis]. University of Skövde; 2010. [cited 2021 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-4229.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Naeem A. Differential pricing & promotion and their effect on growth of SMEs which offer standardized services : A Case Study of Snowhite Dry Cleaners Pakistan. [Thesis]. University of Skövde; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-4229

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. El-Fakharany, Mohamed Mostafa Refaat. Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing .

Degree: 2015, Universitat Politècnica de València

 [EN] In the stock markets, the process of estimating a fair price for a stock, option or commodity is consider the corner stone for this… (more)

Subjects/Keywords: Option pricing; Lévy models; Partial integro-differential equations; Finite difference methods; Numerical analysis

…stable numerical solution of partial integro-differential option pricing problems”, Journal of… …partial integro-differential option pricing problems for a wide class of infinite activity L´evy… …Solution of Partial Integro-Differential Option Pricing Models with Cross Derivative term… …partial differential equation and it is solved analytically. Since that time the stock trade… …differential equation (PIDE) with two independent variables the underlying asset and time… 

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APA (6th Edition):

El-Fakharany, M. M. R. (2015). Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing . (Doctoral Dissertation). Universitat Politècnica de València. Retrieved from http://hdl.handle.net/10251/53917

Chicago Manual of Style (16th Edition):

El-Fakharany, Mohamed Mostafa Refaat. “Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing .” 2015. Doctoral Dissertation, Universitat Politècnica de València. Accessed January 18, 2021. http://hdl.handle.net/10251/53917.

MLA Handbook (7th Edition):

El-Fakharany, Mohamed Mostafa Refaat. “Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing .” 2015. Web. 18 Jan 2021.

Vancouver:

El-Fakharany MMR. Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing . [Internet] [Doctoral dissertation]. Universitat Politècnica de València; 2015. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10251/53917.

Council of Science Editors:

El-Fakharany MMR. Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing . [Doctoral Dissertation]. Universitat Politècnica de València; 2015. Available from: http://hdl.handle.net/10251/53917


University of Toronto

25. Surkov, Vladimir. Option Pricing using Fourier Space Time-stepping Framework.

Degree: 2009, University of Toronto

This thesis develops a generic framework based on the Fourier transform for pricing and hedging of various options in equity, commodity, currency, and insurance markets.… (more)

Subjects/Keywords: option pricing; Fourier Space Time-stepping; partial integro-differential equation; fast Fourier transform; 0984

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APA (6th Edition):

Surkov, V. (2009). Option Pricing using Fourier Space Time-stepping Framework. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/19300

Chicago Manual of Style (16th Edition):

Surkov, Vladimir. “Option Pricing using Fourier Space Time-stepping Framework.” 2009. Doctoral Dissertation, University of Toronto. Accessed January 18, 2021. http://hdl.handle.net/1807/19300.

MLA Handbook (7th Edition):

Surkov, Vladimir. “Option Pricing using Fourier Space Time-stepping Framework.” 2009. Web. 18 Jan 2021.

Vancouver:

Surkov V. Option Pricing using Fourier Space Time-stepping Framework. [Internet] [Doctoral dissertation]. University of Toronto; 2009. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/1807/19300.

Council of Science Editors:

Surkov V. Option Pricing using Fourier Space Time-stepping Framework. [Doctoral Dissertation]. University of Toronto; 2009. Available from: http://hdl.handle.net/1807/19300


Georgia Tech

26. Zhu, Liyu. Discrete Brand Choice Models: Analysis and Applications.

Degree: PhD, Industrial and Systems Engineering, 2007, Georgia Tech

 In this thesis, we study brand choice problem via the following three perspectives: a company's market share management, introduction of customers with different perspectives, and… (more)

Subjects/Keywords: Dynamic pricing; Robust hierarchical logit/probit model; Stochastic differential-jump game; Brand choice; Probits; Logits

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APA (6th Edition):

Zhu, L. (2007). Discrete Brand Choice Models: Analysis and Applications. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/16217

Chicago Manual of Style (16th Edition):

Zhu, Liyu. “Discrete Brand Choice Models: Analysis and Applications.” 2007. Doctoral Dissertation, Georgia Tech. Accessed January 18, 2021. http://hdl.handle.net/1853/16217.

MLA Handbook (7th Edition):

Zhu, Liyu. “Discrete Brand Choice Models: Analysis and Applications.” 2007. Web. 18 Jan 2021.

Vancouver:

Zhu L. Discrete Brand Choice Models: Analysis and Applications. [Internet] [Doctoral dissertation]. Georgia Tech; 2007. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/1853/16217.

Council of Science Editors:

Zhu L. Discrete Brand Choice Models: Analysis and Applications. [Doctoral Dissertation]. Georgia Tech; 2007. Available from: http://hdl.handle.net/1853/16217


University of Central Florida

27. Ling, Chen. Three Essays On Differential Games And Resource Economics.

Degree: 2010, University of Central Florida

 This dissertation consists of three chapters on the topic of differential games and resource economics. The first chapter extends the envelope theorem to the class… (more)

Subjects/Keywords: Differential games; Open-loop Nash equilibrium; Feedback Nash equilibrium; Envelope theorem; Lottery; optimal pricing; Revenue and welfare equivalence; Economics

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APA (6th Edition):

Ling, C. (2010). Three Essays On Differential Games And Resource Economics. (Doctoral Dissertation). University of Central Florida. Retrieved from https://stars.library.ucf.edu/etd/4242

Chicago Manual of Style (16th Edition):

Ling, Chen. “Three Essays On Differential Games And Resource Economics.” 2010. Doctoral Dissertation, University of Central Florida. Accessed January 18, 2021. https://stars.library.ucf.edu/etd/4242.

MLA Handbook (7th Edition):

Ling, Chen. “Three Essays On Differential Games And Resource Economics.” 2010. Web. 18 Jan 2021.

Vancouver:

Ling C. Three Essays On Differential Games And Resource Economics. [Internet] [Doctoral dissertation]. University of Central Florida; 2010. [cited 2021 Jan 18]. Available from: https://stars.library.ucf.edu/etd/4242.

Council of Science Editors:

Ling C. Three Essays On Differential Games And Resource Economics. [Doctoral Dissertation]. University of Central Florida; 2010. Available from: https://stars.library.ucf.edu/etd/4242

28. Souza, Thársis Tuani Pinto. Simulações Financeiras em GPU.

Degree: Mestrado, Ciência da Computação, 2013, University of São Paulo

É muito comum modelar problemas em finanças com processos estocásticos, dada a incerteza de suas variáveis de análise. Além disso, problemas reais nesse domínio são,… (more)

Subjects/Keywords: Computação Paralela; Finanças Quantitativas; GPGPU; GPGPU; GPU; GPU; Market Risk; Mathematical Methods in Finance; Mathematical Modeling; Métodos Matemáticos em Finanças; Modelagem Matemática; Números Aleatórios; Options Pricing; Parallel Computing; Precificação de Opções; Quantitative Finance; Random Numbers; Risco de Mercado; Simulação de Equações Diferencias Estocásticas; Simulação Estocástica; Simulation of Stochastic Differential Equations; Stochastic Simulation; Stops; Stops; Value-at-Risk; Value-at-Risk; VaR; VaR

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APA (6th Edition):

Souza, T. T. P. (2013). Simulações Financeiras em GPU. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45134/tde-23052013-234703/ ;

Chicago Manual of Style (16th Edition):

Souza, Thársis Tuani Pinto. “Simulações Financeiras em GPU.” 2013. Masters Thesis, University of São Paulo. Accessed January 18, 2021. http://www.teses.usp.br/teses/disponiveis/45/45134/tde-23052013-234703/ ;.

MLA Handbook (7th Edition):

Souza, Thársis Tuani Pinto. “Simulações Financeiras em GPU.” 2013. Web. 18 Jan 2021.

Vancouver:

Souza TTP. Simulações Financeiras em GPU. [Internet] [Masters thesis]. University of São Paulo; 2013. [cited 2021 Jan 18]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-23052013-234703/ ;.

Council of Science Editors:

Souza TTP. Simulações Financeiras em GPU. [Masters Thesis]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-23052013-234703/ ;


University of Oxford

29. Burgos, Sylvestre Jean-Baptiste Louis. The computation of Greeks with multilevel Monte Carlo.

Degree: PhD, 2014, University of Oxford

 In mathematical finance, the sensitivities of option prices to various market parameters, also known as the “Greeks”, reflect the exposure to different sources of risk.… (more)

Subjects/Keywords: 518; Mathematics; Mathematical finance; Numerical analysis; Probability theory and stochastic processes; Monte Carlo simulations; multilevel Monte Carlo; Option pricing; Computational complexity; simulation; Greeks; Risk; Financial derivatives; stochastic differential equations; Differentiation of stochastic processes; pathwise sensitivities; European options; Asian options; Lookback options; Barrier options; Binary options; Digital options; Vibrato Monte Carlo; Sensitivities of SDE solutions

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Burgos, S. J. L. (2014). The computation of Greeks with multilevel Monte Carlo. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867

Chicago Manual of Style (16th Edition):

Burgos, Sylvestre Jean-Baptiste Louis. “The computation of Greeks with multilevel Monte Carlo.” 2014. Doctoral Dissertation, University of Oxford. Accessed January 18, 2021. http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867.

MLA Handbook (7th Edition):

Burgos, Sylvestre Jean-Baptiste Louis. “The computation of Greeks with multilevel Monte Carlo.” 2014. Web. 18 Jan 2021.

Vancouver:

Burgos SJL. The computation of Greeks with multilevel Monte Carlo. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2021 Jan 18]. Available from: http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867.

Council of Science Editors:

Burgos SJL. The computation of Greeks with multilevel Monte Carlo. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867


Universitat Politècnica de València

30. Sanchis Cano, Ángel. Economic analysis of wireless sensor-based services in the framework of the Internet of Things. A game-theoretical approach .

Degree: 2018, Universitat Politècnica de València

 El mundo de las telecomunicaciones está cambiando de un escenario donde únicamente las personas estaban conectadas a un modelo donde prácticamente todos los dispositivos y… (more)

Subjects/Keywords: game theory; evolutionary game theory; queuing theory; Nash equilibrium; Wardrop equilibrium; population games; discrete choice model; network economics; mathematical modeling; pricing; dynamic capacity optimization; optimal control; differential games; monopoly; oligopoly; competition; profit maximization; users subscription; internet of things; internet of things service provider; machine type communications; wireless sensor networks

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sanchis Cano, . (2018). Economic analysis of wireless sensor-based services in the framework of the Internet of Things. A game-theoretical approach . (Doctoral Dissertation). Universitat Politècnica de València. Retrieved from http://hdl.handle.net/10251/102642

Chicago Manual of Style (16th Edition):

Sanchis Cano, Ángel. “Economic analysis of wireless sensor-based services in the framework of the Internet of Things. A game-theoretical approach .” 2018. Doctoral Dissertation, Universitat Politècnica de València. Accessed January 18, 2021. http://hdl.handle.net/10251/102642.

MLA Handbook (7th Edition):

Sanchis Cano, Ángel. “Economic analysis of wireless sensor-based services in the framework of the Internet of Things. A game-theoretical approach .” 2018. Web. 18 Jan 2021.

Vancouver:

Sanchis Cano . Economic analysis of wireless sensor-based services in the framework of the Internet of Things. A game-theoretical approach . [Internet] [Doctoral dissertation]. Universitat Politècnica de València; 2018. [cited 2021 Jan 18]. Available from: http://hdl.handle.net/10251/102642.

Council of Science Editors:

Sanchis Cano . Economic analysis of wireless sensor-based services in the framework of the Internet of Things. A game-theoretical approach . [Doctoral Dissertation]. Universitat Politècnica de València; 2018. Available from: http://hdl.handle.net/10251/102642

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