Essays in financial mathematics

• Main Author: Lindensjö, Kristoffer
• Format: Doctoral Thesis
• Language: English
• Published: Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi 2013
• Subjects: Partial information; Utility maximization; Optimal investment and consumption; Stochastic control; Filtering theory; Portfolio theory; Derivative pricing; Option pricing; Jump-diffusion; Instantaneous forward rate curve; Futures contract; End of the month option; Timing option; Embedded options; Optimal stopping; Economics; Nationalekonomi
• Online Access: http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2145; http://nbn-resolving.de/urn:isbn:978-91-7258-906-3 (pdf)

<p>Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser.</p>