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You searched for `subject:(Differential Pricing)`

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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

URL: https://submit-etda.libraries.psu.edu/catalog/22656

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: https://submit-etda.libraries.psu.edu/catalog/8385

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Penn State University

3.
Meimand Kermani, Amir Hossein.
* DIFFERENTIAL* STACKELBERG GAMES AND THEIR APPLICATION TO DYNAMIC

Degree: 2013, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/18978

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1773/45103

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1808/21914

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-042319-143631 ; https://digitalcommons.wpi.edu/etd-dissertations/519

► 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; Eisenbergâ€“Noe clearing vector; financial crisis; interbank networks; option pricing; sensitivity analysis; systemic risk; value adjustments

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://submit-etda.libraries.psu.edu/catalog/8913

► 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 (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Penn State University

8. Wei, Deling. Models of Noncooperative Games.

Degree: 2013, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/19866

► 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 (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10315/28230

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10453/28055

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://openprairie.sdstate.edu/etd/1192

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.lib.ncsu.edu/resolver/1840.16/5820

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10012/3385

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/11394/7217

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: PhD, 2015, Princeton University

URL: http://arks.princeton.edu/ark:/88435/dsp01ks65hf534

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://scholarworks.gsu.edu/real_estate_diss/16

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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)

URL: http://www.theses.fr/2018PSLED009

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10086/22861

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10012/4562

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.escholarship.org/uc/item/5h73b898

► 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*…

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://etd.iisc.ac.in/handle/2005/2721

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-4229

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10251/53917

► [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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1807/19300

►

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1853/16217

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://stars.library.ucf.edu/etd/4242

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.teses.usp.br/teses/disponiveis/45/45134/tde-23052013-234703/ ;

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10251/102642

► 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 Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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