Haku
Viitteet 1-2 / 2
Excessive functions, Appell polynomials and optimal stopping
(Åbo Akademi - Åbo Akademi University, 2014-05-15)
The main topic of the thesis is optimal stopping. This is treated in two
research articles. In the first article we introduce a new approach to optimal stopping of general strong Markov processes. The approach is based ...
Economic capital allocation
(Åbo Akademi - Åbo Akademi University, 2016-03-04)
For my Licentiate thesis, I conducted research on risk measures. Continuing with this research, I now focus on capital allocation. In the proportional capital allocation principle, the choice of risk measure plays a very ...