Valuation and Optimal Strategies in Markets Experiencing Shocks
This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on. The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. t...
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| Format: | Doctoral Thesis |
| Language: | English |
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Uppsala universitet, Tillämpad matematik och statistik
2017
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-316578 http://nbn-resolving.de/urn:isbn:978-91-506-2625-4 |