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Dissertations / Theses on the topic 'Price paths'

Author: Grafiati

Published: 27 June 2021

Last updated: 29 July 2025

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1

Beyeler, Michelle. "The paths to price stability : an international comparison /." Bern ; Stuttgart ; Wien : Haupt, 2007. http://swbplus.bsz-bw.de/bsz264122526vlg.pdf.

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2

Atoyan, Tigran. "Model-free trading and hedging with continuous price paths." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:126c44c5-640d-47cd-966c-bfe36e03ca6b.

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This thesis explores the question of model-free trading and hedging in markets where traded asset prices are continuous and where one may trade continuously in time with no transaction costs. In particular, we make no assumptions on the volatility of traded asset prices. The contributions of the thesis are as follows. First, we propose a framework of model-independent replication of financial derivatives based on solutions to systems of PDEs evaluated at market-observed inputs. This provides a model-independent extension of the paradigm of dynamic hedging to general markets with continuous pri

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3

Guidolin, Massimo. "Asset prices on Bayesian learning paths /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p9975886.

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4

Nkosi, Siboniso Confrence. "Pricing European options : a model-free approach." University of the Western Cape, 2016. http://hdl.handle.net/11394/5666.

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>Magister Scientiae - MSc<br>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 of an outer-measure. We review the behavior of a market stock price and the stochastic assumptions imposed to the stock price when deriving the Black-Scholes formula in the classical case. Without any stochastic assumptions we derive the Black-Scholes formula using a model free approach. We do this by means of protocols that describe the market/game. We prove a statement that prices a European option in continuous

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5

Mahjoub, Meriem. "The Survivable Network Design Problems with High Node-Connectivity Constraints : Polyhedra and Algorithms." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED046/document.

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Dans un graphe non orienté, le problème du sous-graphe k-sommet connexe consiste à déterminer un sous-graphe de poids minimum tel que entre chaque paires de sommets, il existe k chemins sommet-disjoints. Ce modèle a été étudié dans la littérature en termes d'arête connexité. Cependant, le cas de la sommet connexité n'a pas été traité jusqu'à présent. Nous décrivons de nouvelles inégalités valides et nous présentons un algorithme de Coupes et Branchements ainsi qu'une large étude expérimentale qui montrent l'efficacité des contraintes utilisées. Nous proposons ensuite une formulation étendue po

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6

Vardar, Ceren. "On the Correlation of Maximum Loss and Maximum Gain of Stock Price Processes." Bowling Green State University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1224274306.

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7

Krutz, Nicholas J. "On the Path-Dependent Microstructure Evolution of an Advanced Powder Metallurgy Nickel-base Superalloy During Heat Treatment." The Ohio State University, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1606949447780975.

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8

Rojas, d'Onofrio Jorge. "Capacité opérative des réseaux de transfert de pétrole." Phd thesis, INSA de Lyon, 2011. http://tel.archives-ouvertes.fr/tel-00668722.

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Cette thèse étudie des systèmes locaux de gestion de transfert de pétrole ayant une architecture de réseau de canalisation. Pour leur représentativité, deux systèmes localisés au Venezuela et appartenant à l'entreprise PDVSA (Pétroles du Venezuela) ont été retenus pour illustrer les méthodes proposées et les valider : le Terminal Maritime de Pétrole de Guaraguao et le Centre de Stockage de Punta de Palmas. Dans ces réseaux des connexions, appelées " alignements ", sont établies en ouvrant/fermant des vannes à travers d'un système SCADA (Supervisory Control and Data Acquisition). Le choix d'un

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9

Hites, Romina. "Robustness and preferences in combinatorial optimization." Doctoral thesis, Universite Libre de Bruxelles, 2005. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210905.

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In this thesis, we study robust combinatorial problems with interval data. We introduce several new measures of robustness in response to the drawbacks of existing measures of robustness. The idea of these new measures is to ensure that the solutions are satisfactory for the decision maker in all scenarios, including the worst case scenario. Therefore, we have introduced a threshold over the worst case costs, in which above this threshold, solutions are no longer satisfactory for the decision maker. It is, however, important to consider other criteria than just the worst case.<p>Therefore, in

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10

Benaim, Anne. "Vieillesse et fragilité : le parcours et le devenir des personnes âgées de 75 ans ou plus hospitalisées pour fracture du col du fémur à Strasbourg." Thesis, Strasbourg, 2015. http://www.theses.fr/2015STRAG020/document.

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L’état de santé des personnes âgées se dégrade, les niveaux de dépendance s’accroissent, induisant de profondes conséquences sur l’organisation sanitaire en France. Les fractures du col du fémur illustrent ce défi au regard de leur fort impact sur la qualité de vie et sur la morbi-mortalité des patients. Notre étude quantitative et qualitative, (Jan. 2012 - Jan. 2013) au sein du principal service de chirurgie orthopédique d’Alsace, a permis de retracer le parcours de soin de 107 patients âgés de 75 ans et plus. Notre principale conclusion est que le patient n’a que très peu de place dans le pr

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11

Giscard, Pierre-Louis. "A graph theoretic approach to matrix functions and quantum dynamics." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:ceef15b0-eed2-4615-a9f2-f9efbef470c9.

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Many problems in applied mathematics and physics are formulated most naturally in terms of matrices, and can be solved by computing functions of these matrices. For example, in quantum mechanics, the coherent dynamics of physical systems is described by the matrix exponential of their Hamiltonian. In state of the art experiments, one can now observe such unitary evolution of many-body systems, which is of fundamental interest in the study of many-body quantum phenomena. On the other hand the theoretical simulation of such non-equilibrium many-body dynamics is very challenging. In this thesis,

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12

Kafafy, Ahmed. "Hybrid Evolutionary Metaheuristics for Multiobjective Decision Support." Thesis, Lyon 1, 2013. http://www.theses.fr/2013LYO10184/document.

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La prise de décision est une partie intégrante de notre vie quotidienne où le décideur est confronté à des problèmes composés de plusieurs objectifs habituellement contradictoires. Dans ce travail, nous traitons des problèmes d'optimisation multiobjectif dans des espaces de recherche continus ou discrets. Nous avons développé plusieurs nouveaux algorithmes basés sur les métaheuristiques hybrides évolutionnaires, en particulier sur l'algorithme MOEA/D. Nous avons proposé l'algorithme HEMH qui utilise l'algorithme DM-GRASP pour construire une population initiale de solutions de bonne qualité dis

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13

Galane, Lesiba Charles. "Properties and calculus on price paths in the model-free approach to the mathematical finance." Thesis, 2021. http://hdl.handle.net/10386/3354.

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Thesis (Ph.D. (Applied Mathematics)) -- University of Limpopo, 2021<br>Vovk and Shafer, [41], introduced game-theoretic framework for probability in mathematical finance. This is a new trend in financial mathematics in which no probabilistic assumptions on the space of price paths are made. The only assumption considered is the no-arbitrage opportunity widely accepted by the financial mathematics community. This approach rests on game theory rather than measure theory. We deal with various properties and constructions of quadratic variation for model-free càdlàg price paths and integrals

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14

Melchiori, Anna. "Dynamic flow problems with bounded number of paths: models, algorithms and applications." Doctoral thesis, 2019. http://hdl.handle.net/11573/1241635.

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In this thesis we investigate the concept of path limitations, expressed as the maximum number of paths that can be activated by each distinct commodity, hence secured by the so-called k-splittable flows, within the dynamic framework of Network Flow theory. In particular, we formally introduce the first flows over time problem explicitly encompassing path number restrictions, namely the Quickest Multicommodity k-Splittable Flow Problem (QMCkSFP). The problem asks for routing and scheduling each commodity demand through at most k different paths while minimizing the makespan of the overall proc

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15

Hsieh, Hsin-Hung, and 謝炘宏. "A Discussion of the Depreciation Path on Land-price-extracted Condition." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/38929567264995863010.

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碩士<br>國立臺北大學<br>不動產與城鄉環境學系<br>101<br>The Cost Approach is one of the three major approaches to value. Although the Sales Comparison Approach is applied in principle in sales transaction frequently market, the Cost Approach is still necessary for value check. Besides, we must rely on the Cost Approach when there is no sale or rental transaction. The accrued depreciation is vital in the process of cost value appraisal. The depreciation, the main factor affecting the value loss of property, involves lots of complicated proceeding. However, due to the difficulty to uncouple the land and building v

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16

Chen, Chih-Chan, and 陳志展. "Routing Path Selection Algorithm Based On Price Mechanism In Ad-Hoc Network." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/11920852619747740614.

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碩士<br>國立中山大學<br>資訊工程學系研究所<br>92<br>In ad hoc network, one needs other nodes to relay data packets. But resources in each node are limited. Therefore, these nodes may not relay other’s data packet without getting any benefit. In this paper, a routing path selecting algorithm based on price mechanism is proposed. It helps nodes to get some benefits by relaying others’ data packets. Moreover, the algorithm we proposed selects a routing path with less payment and more resources. Simulation results show that the drop rate, block rate and the cost of routing paths are reduced compared to the competi

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17

Qin, Jianglei. "Algorithms for an Unmanned Vehicle Path Planning Problem." Thesis, 2013. http://hdl.handle.net/1969.1/151090.

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Unmanned Vehicles (UVs) have been significantly utilized in military and civil applications over the last decade. Path-planning of UVs plays an important role in effectively using the available resources such as the UVs and sensors as efficiently as possible. The main purpose of this thesis is to address two path planning problems involving a single UV. The two problems we consider are the quota problem and the budget problem. In the quota problem, the vehicle has to visit a sufficient number of targets to satisfy the quota requirement on the total prize collected in the tour. In the budget p

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18

Ho, Ting-Yu, and 何庭育. "Prize Competition Mechanism Design for Seeking Shortest Path Solution." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/27578195848042178253.

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碩士<br>國立臺灣大學<br>電機工程學研究所<br>99<br>Prize competition is an open approach of soliciting expertise and creativity from the public to increase business success or solving problems. A collective solution is a problem-solving method generated by a group after the problem is posed to the group. Although prize competitions for seeking collective solutions have been adopted and have successfully stimulated collective innovations in many cases, there are yet needs for methodology to design an effective prize competition for seeking collective solutions. The challenges include characterization of solutio

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19

Pinello, Arianna Spina Morton Richard M. "Individual investor reaction to the earnings expectations path and its components." 2004. http://etd.lib.fsu.edu/theses/available/etd-07012004-140557.

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Thesis (Ph. D.)--Florida State University, 2004.<br>Advisor: Dr. Richard M. Morton, Florida State University, College of Business, Dept. of Accounting. Title and description from dissertation home page (viewed Sept. 23, 2004). Includes bibliographical references.

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20

Bonnet, Frederic D. R. "Option pricing using path integrals." 2010. http://hdl.handle.net/2440/56951.

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It is well established that stock market volatility has a memory of the past, moreover it is found that volatility correlations are long ranged. As a consequence, volatility cannot be characterized by a single correlation time in general. Recent empirical work suggests that the volatility correlation functions of various assets actually decay as a power law. Moreover it is well established that the distribution functions for the returns do not obey a Gaussian distribution, but follow more the type of distributions that incorporate what are commonly known as fat–tailed distributions. As a resul

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21

Sorrentino, Gabriele. "Option pricing in a path integral framework." Thesis, 2009. https://vuir.vu.edu.au/15512/.

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This dissertation is an examination of methods for computing an option price using a path integral framework. The framework, developed by Chiarella, El-Hassan and Kucera, is based on the Black and Scholes paradigm. The path integral is backward recursive with the payoff known at expiry and has no closed form solution. Three specific financial derivatives are used in this dissertation, they are, European (call and put), American put and a down and out call (Barrier type) option. The work in this dissertation examines three methods to approximate the option price. The first is a review of the

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22

zhen, Sheng-feng, and 鄭勝丰. "A study of using semantic network and shopping agent for the disc's price appraisal and the shopping's shortest path." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/91341579731357871184.

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碩士<br>大葉大學<br>資訊管理學系碩士班<br>96<br>In this modern society, people can purchase what they want by internet. But the things are variey in the internet, the price will be different for the same product in dif-ferent website. So, people who are careful calculation and strict budgeting may surf every website and find the most suitable and reasonable for themselves. But this is not efficient and people increase more time in surfing internet. Therefore, this research only offers users to find the price comments of records, and users can purchase the re-cord after competing the price through this electr

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23

Greyling, Jean. "Mine energy budget forecasting : the value of statistical models in predicting consumption profiles for management systems / Jean Greyling." Thesis, 2014. http://hdl.handle.net/10394/12240.

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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, the direct contribution towards the GDP from the mining industry was 10% and 19.8% indirect. During the last decade global financial uncertainty resulted in commodity prices hitting record numbers when Gold soared to a high at $1900/ounce in September 2011, and thereafter the dismal decline to a low of $1200/ounce in July 2013. Executives in these markets have reacted strongly to reduce operational costs and focussing on better production efficienci

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24

Zheng-You, Hsieh, and 謝政佑. "The Impact of Price Regime Collapse on the Dynamic Path of Financial Exchange Rates under the Neutral Intervention Operation Dual Exchange Rates system." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/v982uz.

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碩士<br>東海大學<br>經濟系<br>102<br>This paper constructs a neutral intervention operation dual exchange rate open economy model is characterized by the Gardner (1984), Lai (1994) and Liaw (2000). We use the “implicit function technique” of first generation regime collapsing, which is offered by Chang and Lai (1990) to analyze if the monetary authority tend to curb the rising price level through the tight monetary policy which the economy is facing a beneficial shock on the demand side of the commodity market. Under the former economic circumstances, what will be the dynamic effect of the relevant mac

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25

Hong, Wei-Sheng, and 洪偉盛. "The Impact of Price Regime Collapse and Speculation Degree of Speculator on the Dynamic Path of Spot Exchange Rate and Forward Exchange Rate – An Example of Commodity Market Stochastic Shock." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/wa8t2v.

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碩士<br>東海大學<br>經濟系<br>102<br>This paper constructs a open economy general equilibrium macroeconomic model is characterized by the Dornbusch (1976) exchange rate dynamic adjustment model and Eaton and Turnovsky (1982‚1984)‚Lai (2006) open economy forward foreign exchange market model. We use the “implicit function technique” of first generation regime collapsing‚ which is offered by Chang and Lai (1990) to analyze if the monetary authority tend to curb the rising price level through the tight monetary policy which the economy is facing a beneficial shock on the demand side of the commodity marke

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