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You searched for subject:(path price). Showing records 1 – 4 of 4 total matches.

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University of the Western Cape

1. Nkosi, Siboniso Confrence. Pricing European options : a model-free approach .

Degree: 2016, University of the Western Cape

 This paper focuses on the newly revived interest to model free approach in finance. Instead of postulating some probability measure it emerges in a form… (more)

Subjects/Keywords: Model free; Price path; European options; Continuous time

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

APA (6th Edition):

Nkosi, S. C. (2016). Pricing European options : a model-free approach . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/5666

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):

Nkosi, Siboniso Confrence. “Pricing European options : a model-free approach .” 2016. Thesis, University of the Western Cape. Accessed November 28, 2020. http://hdl.handle.net/11394/5666.

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

MLA Handbook (7th Edition):

Nkosi, Siboniso Confrence. “Pricing European options : a model-free approach .” 2016. Web. 28 Nov 2020.

Vancouver:

Nkosi SC. Pricing European options : a model-free approach . [Internet] [Thesis]. University of the Western Cape; 2016. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/11394/5666.

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

Council of Science Editors:

Nkosi SC. Pricing European options : a model-free approach . [Thesis]. University of the Western Cape; 2016. Available from: http://hdl.handle.net/11394/5666

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


North-West University

2. Greyling, Jean. Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling .

Degree: 2014, North-West University

 The mining industry in South Africa has long been a crucial contributor to the Gross Domestic Product (GDP) starting in the 18th century. In 2010,… (more)

Subjects/Keywords: Energy Modelling; Energy Price Path; Monte Carlo Analysis; Regression Analysis; Mine Energy Model

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

APA (6th Edition):

Greyling, J. (2014). Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/12240

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):

Greyling, Jean. “Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling .” 2014. Thesis, North-West University. Accessed November 28, 2020. http://hdl.handle.net/10394/12240.

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

MLA Handbook (7th Edition):

Greyling, Jean. “Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling .” 2014. Web. 28 Nov 2020.

Vancouver:

Greyling J. Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling . [Internet] [Thesis]. North-West University; 2014. [cited 2020 Nov 28]. Available from: http://hdl.handle.net/10394/12240.

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

Council of Science Editors:

Greyling J. Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling . [Thesis]. North-West University; 2014. Available from: http://hdl.handle.net/10394/12240

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


Penn State University

3. Zhu, Shengbo. Essays on Financial Economics and Econometrics.

Degree: 2020, Penn State University

 In a recent seminal paper, Steve Ross proposed an attractive strategy to extract the physical distribution and risk aversion from just state prices. However, empirical… (more)

Subjects/Keywords: Ross recovery theorem; equivalent martingale measure; stochastic discount factor; martingale condition; state price; path price; intrinsic inconsistency; implied process; fundamental theorem of asset pricing; canonical probability space; Markovian quasi-MLE; conditional asymptotic independence; mixing condition; near-epoch dependence

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

APA (6th Edition):

Zhu, S. (2020). Essays on Financial Economics and Econometrics. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/18113szz126

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):

Zhu, Shengbo. “Essays on Financial Economics and Econometrics.” 2020. Thesis, Penn State University. Accessed November 28, 2020. https://submit-etda.libraries.psu.edu/catalog/18113szz126.

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

MLA Handbook (7th Edition):

Zhu, Shengbo. “Essays on Financial Economics and Econometrics.” 2020. Web. 28 Nov 2020.

Vancouver:

Zhu S. Essays on Financial Economics and Econometrics. [Internet] [Thesis]. Penn State University; 2020. [cited 2020 Nov 28]. Available from: https://submit-etda.libraries.psu.edu/catalog/18113szz126.

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

Council of Science Editors:

Zhu S. Essays on Financial Economics and Econometrics. [Thesis]. Penn State University; 2020. Available from: https://submit-etda.libraries.psu.edu/catalog/18113szz126

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


University of New South Wales

4. Chircop, Paul. Column generation approaches to patrol asset scheduling with complete and maximum coverage requirements.

Degree: Computer Science & Engineering, 2017, University of New South Wales

 This thesis is concerned with routing and scheduling patrol assets to provide coverage of a pre-defined set of patrol regions. Two patrol routing and scheduling… (more)

Subjects/Keywords: Patrol Boat Operations; Branch-and-Price; Column Generation; Patrol Coverage; Linear Programming; Heuristics; Computational Complexity; Continuous Presence; Time on Station; Resource Constrained Shortest Path Problem (RCSPP); Vehicle Routing Problem (VRP)); Maximum Covering and Patrol Routing Problem (MCPRP); Patrol Boat Scheduling Problem with Complete Coverage (PBSPCC); Dantzig-Wolfe Decomposition; Integer Programming

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

APA (6th Edition):

Chircop, P. (2017). Column generation approaches to patrol asset scheduling with complete and maximum coverage requirements. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/57656 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:44478/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Chircop, Paul. “Column generation approaches to patrol asset scheduling with complete and maximum coverage requirements.” 2017. Doctoral Dissertation, University of New South Wales. Accessed November 28, 2020. http://handle.unsw.edu.au/1959.4/57656 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:44478/SOURCE02?view=true.

MLA Handbook (7th Edition):

Chircop, Paul. “Column generation approaches to patrol asset scheduling with complete and maximum coverage requirements.” 2017. Web. 28 Nov 2020.

Vancouver:

Chircop P. Column generation approaches to patrol asset scheduling with complete and maximum coverage requirements. [Internet] [Doctoral dissertation]. University of New South Wales; 2017. [cited 2020 Nov 28]. Available from: http://handle.unsw.edu.au/1959.4/57656 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:44478/SOURCE02?view=true.

Council of Science Editors:

Chircop P. Column generation approaches to patrol asset scheduling with complete and maximum coverage requirements. [Doctoral Dissertation]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/57656 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:44478/SOURCE02?view=true

.